+62.0%
SPG vs COPX
+584.4%
-522.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +2.7% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | -5.8% | 0.0% | -5.8% | -6.2% |
| 3M | -2.8% | +14.8% | -17.6% | -9.4% |
| 6M | +8.9% | +7.0% | +1.8% | +2.4% |
| YTD | +14.3% | +23.8% | -9.6% | -1.1% |
| 1Y | +19.5% | +75.7% | -56.2% | -12.7% |
| 3Y | +106.9% | +156.4% | -49.5% | +20.2% |
| 5Y | +108.7% | +167.6% | -58.8% | +12.1% |
| All | +62.0% | +584.4% | -522.5% | -55.4% |
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