+1,548.2%
STRL vs COPX
+118.6%
+1,429.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -1.8% |
| 7D | +15.7% | -2.8% | +18.5% | +17.6% |
| 30D | -35.5% | -14.3% | -21.1% | -30.1% |
| 3M | -47.1% | -19.0% | -28.1% | -41.1% |
| 6M | -65.8% | -24.4% | -41.4% | -60.5% |
| YTD | -4.5% | -3.2% | -1.3% | -2.0% |
| 1Y | -10.5% | +15.2% | -25.6% | -15.4% |
| 3Y | +340.6% | +127.6% | +213.0% | +195.4% |
| 5Y | +911.0% | +106.0% | +805.0% | +586.0% |
| 10Y | +3,727.1% | +313.7% | +3,413.4% | +1,639.5% |
| All | +1,548.2% | +118.6% | +1,429.6% | +829.6% |
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