+55.9%
SOXL vs COPX
+31.7%
+24.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -16.0% |
| 7D | -37.9% | -3.0% | -34.9% | -34.0% |
| 30D | -59.4% | -13.6% | -45.8% | -45.6% |
| 3M | -52.3% | -11.2% | -41.1% | -40.0% |
| 6M | -47.7% | -2.4% | -45.3% | -33.4% |
| YTD | +58.8% | +4.2% | +54.5% | +61.1% |
| 1Y | +55.9% | +32.2% | +23.7% | -17.3% |
| All | +55.9% | +31.7% | +24.2% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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