-100.0%
SOXS vs COF
+44.8%
-144.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -4.7% |
| 7D | -4.7% | -5.1% | +0.4% | -12.1% |
| 30D | +7.7% | -6.0% | +13.8% | -2.2% |
| 3M | -10.2% | +14.8% | -25.0% | +12.3% |
| 6M | -99.2% | +15.3% | -114.5% | -99.2% |
| YTD | -99.5% | -13.0% | -86.5% | -99.7% |
| 1Y | -99.8% | -5.7% | -94.0% | -99.8% |
| 3Y | -100.0% | +118.1% | -218.1% | -99.9% |
| All | -100.0% | +44.8% | -144.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling