-100.0%
SOXS vs COF
+584.2%
-684.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +5.6% |
| 7D | -9.4% | -6.1% | -3.3% | -17.2% |
| 30D | +6.2% | -5.2% | +11.3% | -1.6% |
| 3M | -28.0% | +17.0% | -45.0% | -8.2% |
| 6M | -99.2% | +12.9% | -112.1% | -99.2% |
| YTD | -99.5% | -13.5% | -85.9% | -99.6% |
| 1Y | -99.7% | -5.9% | -93.9% | -99.8% |
| 3Y | -100.0% | +117.1% | -217.1% | -99.9% |
| 5Y | -100.0% | +45.4% | -145.4% | -100.0% |
| 10Y | -100.0% | +244.1% | -344.1% | -100.0% |
| All | -100.0% | +584.2% | -684.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling