+14,351.9%
SOXL vs COPX
+179.8%
+14,172.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.0% | -1.0% | +2.1% |
| 7D | +8.5% | -2.9% | +11.3% | +13.0% |
| 30D | -13.0% | 0.0% | -13.0% | -13.7% |
| 3M | -35.9% | +14.8% | -50.7% | -43.9% |
| 6M | +112.1% | +7.0% | +105.0% | +122.6% |
| YTD | +175.4% | +23.8% | +151.6% | +133.2% |
| 1Y | +304.9% | +75.7% | +229.2% | +116.6% |
| 3Y | +448.6% | +156.4% | +292.2% | +95.1% |
| 5Y | +156.1% | +167.6% | -11.5% | +0.1% |
| 10Y | +4,957.3% | +569.1% | +4,388.2% | +692.2% |
| All | +14,351.9% | +179.8% | +14,172.2% | +8,217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling