-91.6%
SOXS vs COF
-4.4%
-87.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +7.7% |
| 7D | +46.7% | +0.7% | +46.0% | +47.5% |
| 30D | +97.0% | +5.7% | +91.2% | +107.6% |
| 3M | +39.5% | -6.7% | +46.2% | +31.5% |
| 6M | -54.9% | +9.5% | -64.4% | -48.5% |
| YTD | -90.4% | -13.9% | -76.5% | -90.5% |
| 1Y | -91.6% | -5.1% | -86.6% | -89.6% |
| All | -91.6% | -4.4% | -87.2% | -89.6% |
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