+104.2%
SPG vs COPX
+193.3%
-89.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.6% |
| 7D | -1.7% | +6.0% | -7.6% | -2.9% |
| 30D | -6.3% | +6.4% | -12.7% | -7.7% |
| 3M | -2.4% | +19.3% | -21.7% | -7.0% |
| 6M | +9.6% | +16.2% | -6.6% | +4.0% |
| YTD | +14.2% | +33.2% | -19.0% | +2.8% |
| 1Y | +19.3% | +90.2% | -70.9% | -4.5% |
| 3Y | +106.7% | +175.7% | -69.0% | +41.1% |
| 5Y | +104.2% | +193.1% | -88.9% | +32.4% |
| All | +104.2% | +193.3% | -89.1% | +32.4% |
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 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