-14.4%
SMR vs COPX
+130.4%
-144.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.1% | -15.6% | -15.6% |
| 7D | -11.2% | -2.3% | -8.9% | -9.2% |
| 30D | -10.2% | +0.3% | -10.5% | -10.2% |
| 3M | -10.0% | +6.8% | -16.9% | -14.8% |
| 6M | -30.5% | +7.9% | -38.4% | -33.9% |
| YTD | -39.2% | +23.7% | -63.0% | -48.7% |
| 1Y | -75.5% | +71.5% | -147.1% | -83.9% |
| 3Y | +45.4% | +149.1% | -103.7% | -24.8% |
| All | -14.4% | +130.4% | -144.8% | -56.5% |
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 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