+357.4%
SOXL vs COPX
+84.7%
+272.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +11.0% |
| 7D | +5.3% | -4.0% | +9.3% | +12.9% |
| 30D | -11.2% | +4.5% | -15.7% | -19.2% |
| 3M | -55.4% | +0.8% | -56.2% | -52.1% |
| 6M | +107.1% | +3.2% | +104.0% | +119.1% |
| YTD | +179.0% | +26.7% | +152.3% | +102.1% |
| 1Y | +357.4% | +85.7% | +271.7% | +182.0% |
| All | +357.4% | +84.7% | +272.7% | +182.0% |
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