+478.6%
SOXL vs COPX
+149.4%
+329.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.4% |
| 7D | +3.9% | -2.3% | +6.2% | +7.9% |
| 30D | -14.3% | +0.3% | -14.6% | -15.8% |
| 3M | -45.6% | +6.8% | -52.4% | -49.1% |
| 6M | +117.2% | +7.9% | +109.2% | +119.8% |
| YTD | +189.8% | +23.7% | +166.1% | +128.7% |
| 1Y | +317.7% | +71.5% | +246.2% | +99.7% |
| 3Y | +478.6% | +149.1% | +329.5% | +64.7% |
| All | +478.6% | +149.4% | +329.3% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling