+357.4%
SOXL vs COP
+46.5%
+310.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +9.0% |
| 7D | +5.3% | +3.0% | +2.3% | +8.1% |
| 30D | -11.2% | +17.5% | -28.7% | +1.8% |
| 3M | -55.4% | +13.4% | -68.7% | -47.8% |
| 6M | +107.1% | +17.7% | +89.4% | +134.5% |
| YTD | +179.0% | +46.6% | +132.5% | +193.7% |
| 1Y | +357.4% | +44.6% | +312.8% | +374.5% |
| All | +357.4% | +46.5% | +310.9% | +374.5% |
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