+185.2%
SITM vs COPX
+163.4%
+21.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -11.9% | +6.8% | -18.7% | -18.1% |
| 6M | +81.1% | +7.9% | +73.2% | +64.7% |
| YTD | +80.0% | +23.7% | +56.2% | +37.1% |
| 1Y | +145.8% | +71.5% | +74.3% | +37.7% |
| 3Y | +475.9% | +149.1% | +326.8% | +126.2% |
| All | +185.2% | +163.4% | +21.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling