+4,532.8%
SITM vs COPX
+454.3%
+4,078.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.0% | +9.1% | +7.7% |
| 7D | +4.8% | -2.9% | +7.7% | +6.6% |
| 30D | -9.7% | 0.0% | -9.7% | -10.8% |
| 3M | -9.3% | +14.8% | -24.1% | -20.3% |
| 6M | +69.5% | +7.0% | +62.5% | +55.9% |
| YTD | +70.5% | +23.8% | +46.7% | +32.2% |
| 1Y | +145.3% | +75.7% | +69.6% | +40.4% |
| 3Y | +432.8% | +156.4% | +276.4% | +120.8% |
| 5Y | +174.0% | +167.6% | +6.4% | +9.2% |
| All | +4,532.8% | +454.3% | +4,078.5% | +875.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling