+449.8%
SOXL vs COP
+21.9%
+427.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.4% | -8.2% |
| 7D | +8.5% | +1.0% | +7.5% | +7.9% |
| 30D | -13.0% | +9.6% | -22.5% | -16.8% |
| 3M | -35.9% | +15.0% | -51.0% | -41.0% |
| 6M | +112.1% | +21.8% | +90.3% | +75.0% |
| YTD | +175.4% | +49.6% | +125.8% | +79.9% |
| 1Y | +304.9% | +49.9% | +255.0% | +160.5% |
| All | +449.8% | +21.9% | +427.9% | +278.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling