+9,612.4%
SOXL vs COO
+533.0%
+9,079.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -12.0% |
| 7D | +26.9% | +0.5% | +26.4% | +26.3% |
| 30D | -47.2% | +14.2% | -61.4% | -57.4% |
| 3M | -59.9% | -18.2% | -41.6% | -52.0% |
| 6M | -68.3% | +5.3% | -73.7% | -77.1% |
| YTD | +38.8% | -23.6% | +62.4% | +59.3% |
| 1Y | +48.8% | -12.7% | +61.5% | +38.2% |
| 3Y | +196.5% | -24.2% | +220.7% | +203.5% |
| 5Y | -5.0% | -40.0% | +34.9% | +69.4% |
| 10Y | +1,914.5% | +41.6% | +1,873.0% | +1,418.7% |
| All | +9,612.4% | +533.0% | +9,079.3% | +744.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling