-99.8%
SOXS vs COF
+0.3%
-100.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.8% | -10.5% |
| 7D | -7.0% | +1.8% | -8.8% | -5.5% |
| 30D | +2.8% | -0.6% | +3.4% | +2.3% |
| 3M | -9.8% | +20.3% | -30.1% | +10.0% |
| 6M | -99.2% | +13.0% | -112.2% | -99.1% |
| YTD | -99.5% | -8.3% | -91.2% | -99.5% |
| 1Y | -99.8% | -1.5% | -98.3% | -99.8% |
| All | -99.8% | +0.3% | -100.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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