+112.1%
SOXL vs COPX
+7.1%
+105.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.0% | -1.0% | +5.7% |
| 7D | +8.5% | -2.9% | +11.3% | +14.2% |
| 30D | -13.0% | 0.0% | -13.0% | -14.9% |
| 3M | -35.9% | +14.8% | -50.7% | -49.3% |
| 6M | +112.1% | +7.0% | +105.0% | +108.2% |
| All | +112.1% | +7.1% | +105.0% | +108.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling