+20,415.5%
SOXL vs COP
+507.6%
+19,907.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.5% |
| 7D | +16.4% | -0.8% | +17.2% | +17.2% |
| 30D | -12.1% | +15.6% | -27.7% | -24.7% |
| 3M | -41.7% | +14.3% | -56.0% | -52.1% |
| 6M | +157.4% | +17.0% | +140.4% | +94.8% |
| YTD | +193.3% | +47.4% | +145.9% | +70.4% |
| 1Y | +355.3% | +52.4% | +302.9% | +152.5% |
| 3Y | +484.2% | +20.8% | +463.3% | +317.4% |
| 5Y | +182.7% | +191.7% | -9.0% | -28.9% |
| 10Y | +4,692.2% | +325.1% | +4,367.2% | +603.6% |
| All | +20,415.5% | +507.6% | +19,907.8% | +1,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling