+466.0%
SRE vs COPX
+200.8%
+265.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | +1.5% | +6.0% | -4.5% | +0.3% |
| 30D | +0.8% | +6.4% | -5.6% | -0.6% |
| 3M | -5.8% | +19.3% | -25.1% | -9.8% |
| 6M | -7.8% | +16.2% | -24.0% | -12.1% |
| YTD | -2.4% | +33.2% | -35.5% | -10.2% |
| 1Y | +8.9% | +90.2% | -81.3% | -7.8% |
| 3Y | +31.1% | +175.7% | -144.6% | -0.2% |
| 5Y | +48.6% | +193.1% | -144.5% | +8.9% |
| 10Y | +126.1% | +619.4% | -493.3% | +24.3% |
| All | +466.0% | +200.8% | +265.3% | +246.4% |
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 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