+1,097.8%
STLD vs COPX
+584.4%
+513.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | +2.5% |
| 7D | -3.6% | -2.9% | -0.7% | -2.3% |
| 30D | -10.1% | 0.0% | -10.1% | -10.7% |
| 3M | -11.4% | +14.8% | -26.2% | -19.8% |
| 6M | +30.8% | +7.0% | +23.8% | +20.9% |
| YTD | +40.7% | +23.8% | +16.8% | +16.3% |
| 1Y | +80.8% | +75.7% | +5.1% | +18.9% |
| 3Y | +140.2% | +156.4% | -16.2% | +16.1% |
| 5Y | +288.5% | +167.6% | +120.9% | +77.4% |
| All | +1,097.8% | +584.4% | +513.4% | +168.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling