-87.2%
SOXS vs COHR
+28.9%
-116.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -13.0% | +52.2% | +23.7% |
| 7D | +94.9% | -28.4% | +123.3% | +44.3% |
| 30D | +174.1% | -49.8% | +223.9% | +49.0% |
| 3M | +82.4% | -48.3% | +130.7% | +16.7% |
| 6M | -27.7% | -49.4% | +21.7% | -33.2% |
| YTD | -86.6% | -8.0% | -78.6% | -75.4% |
| 1Y | -87.2% | +26.1% | -113.3% | -71.1% |
| All | -87.2% | +28.9% | -116.1% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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