+496.9%
SPG vs COPX
+118.6%
+378.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | +2.0% | -2.8% | +4.8% | +2.9% |
| 30D | +17.2% | -14.3% | +31.6% | +23.0% |
| 3M | +6.3% | -19.0% | +25.4% | +13.2% |
| 6M | +18.7% | -24.4% | +43.1% | +27.2% |
| YTD | +30.1% | -3.2% | +33.3% | +24.3% |
| 1Y | +32.8% | +15.2% | +17.6% | +18.4% |
| 3Y | +133.6% | +127.6% | +5.9% | +53.6% |
| 5Y | +84.4% | +106.0% | -21.6% | +22.0% |
| 10Y | +114.3% | +313.7% | -199.4% | +0.3% |
| All | +496.9% | +118.6% | +378.4% | +222.8% |
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