+4,789.7%
SITM vs COPX
+453.8%
+4,335.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +3.9% | -2.3% | +6.2% | +5.1% |
| 30D | -6.6% | +0.3% | -6.9% | -7.8% |
| 3M | -11.9% | +6.8% | -18.7% | -17.9% |
| 6M | +81.1% | +7.9% | +73.2% | +65.4% |
| YTD | +80.0% | +23.7% | +56.2% | +39.6% |
| 1Y | +145.8% | +71.5% | +74.3% | +43.6% |
| 3Y | +475.9% | +149.1% | +326.8% | +144.7% |
| 5Y | +189.2% | +167.3% | +21.9% | +15.3% |
| All | +4,789.7% | +453.8% | +4,335.9% | +930.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling