+1.5%
SMR vs COPX
+130.6%
-129.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.0% | +1.4% | +0.3% |
| 7D | +4.7% | -2.9% | +7.6% | +7.6% |
| 30D | +3.2% | 0.0% | +3.2% | +3.5% |
| 3M | +9.9% | +14.8% | -4.9% | -2.2% |
| 6M | -15.1% | +7.0% | -22.2% | -18.8% |
| YTD | -27.9% | +23.8% | -51.8% | -39.3% |
| 1Y | -70.2% | +75.7% | -145.9% | -80.8% |
| 3Y | +72.5% | +156.4% | -83.9% | -11.8% |
| All | +1.5% | +130.6% | -129.1% | -48.5% |
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 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