+517.6%
SPMO vs COPX
+583.8%
-66.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.9% | -2.3% | +1.4% | -0.3% |
| 30D | -1.9% | +0.3% | -2.2% | -2.3% |
| 3M | -1.4% | +6.8% | -8.2% | -3.9% |
| 6M | +25.5% | +7.9% | +17.5% | +21.0% |
| YTD | +24.8% | +23.7% | +1.1% | +14.0% |
| 1Y | +24.5% | +71.5% | -47.0% | +1.7% |
| 3Y | +157.1% | +149.1% | +8.0% | +80.2% |
| 5Y | +149.5% | +167.3% | -17.8% | +65.3% |
| All | +517.6% | +583.8% | -66.2% | +178.9% |
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