+162.3%
SOXL vs COP
+189.9%
-27.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | +3.9% | +2.3% | +1.6% | +2.5% |
| 30D | -14.3% | +8.6% | -22.9% | -18.9% |
| 3M | -45.6% | +19.9% | -65.5% | -52.7% |
| 6M | +117.2% | +19.0% | +98.2% | +79.1% |
| YTD | +189.8% | +50.0% | +139.9% | +92.9% |
| 1Y | +317.7% | +50.5% | +267.2% | +174.7% |
| 3Y | +478.6% | +25.2% | +453.4% | +340.5% |
| All | +162.3% | +189.9% | -27.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling