+55.9%
SOXL vs COP
+61.7%
-5.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.2% | -3.6% | -14.2% |
| 7D | -37.9% | -8.1% | -29.8% | -43.2% |
| 30D | -59.4% | +6.7% | -66.1% | -55.5% |
| 3M | -52.3% | +16.9% | -69.2% | -41.2% |
| 6M | -47.7% | +11.2% | -58.9% | -34.1% |
| YTD | +58.8% | +49.5% | +9.2% | +103.0% |
| 1Y | +55.9% | +60.7% | -4.8% | +100.0% |
| All | +55.9% | +61.7% | -5.8% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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