+357.4%
SOXL vs COO
+4.1%
+353.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +9.4% |
| 7D | +5.3% | -2.2% | +7.6% | +4.6% |
| 30D | -11.2% | -7.0% | -4.2% | -12.9% |
| 3M | -55.4% | +12.2% | -67.6% | -56.2% |
| 6M | +107.1% | -15.1% | +122.2% | +157.4% |
| YTD | +179.0% | -15.1% | +194.1% | +248.4% |
| 1Y | +357.4% | +2.3% | +355.0% | +402.8% |
| All | +357.4% | +4.1% | +353.2% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling