+20,415.5%
SOXL vs COO
+584.0%
+19,831.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +8.8% |
| 7D | +16.4% | -2.3% | +18.7% | +19.5% |
| 30D | -12.1% | -8.8% | -3.3% | -2.5% |
| 3M | -41.7% | +1.3% | -43.0% | -47.3% |
| 6M | +157.4% | -11.6% | +169.0% | +158.8% |
| YTD | +193.3% | -17.4% | +210.7% | +227.6% |
| 1Y | +355.3% | -1.6% | +356.9% | +282.7% |
| 3Y | +484.2% | -22.6% | +506.8% | +533.1% |
| 5Y | +182.7% | -40.3% | +223.0% | +451.0% |
| 10Y | +4,692.2% | +45.2% | +4,647.0% | +3,664.2% |
| All | +20,415.5% | +584.0% | +19,831.5% | +1,636.8% |
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 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