+4,921.3%
SOXL vs COO
+17.0%
+4,904.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.9% |
| 7D | +3.9% | -22.5% | +26.4% | +43.6% |
| 30D | -14.3% | -29.7% | +15.4% | +34.2% |
| 3M | -45.6% | -20.1% | -25.5% | -33.7% |
| 6M | +117.2% | -26.9% | +144.1% | +176.2% |
| YTD | +189.8% | -34.2% | +224.1% | +335.9% |
| 1Y | +317.7% | -21.3% | +339.0% | +356.8% |
| 3Y | +478.6% | -38.7% | +517.3% | +719.4% |
| 5Y | +169.5% | -52.2% | +221.7% | +613.5% |
| All | +4,921.3% | +17.0% | +4,904.3% | +4,945.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling