-100.0%
SOXS vs COHR
+1,770.6%
-1,870.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.2% | -9.7% | -0.8% |
| 7D | -4.7% | +8.3% | -13.1% | +5.3% |
| 30D | +7.7% | -14.1% | +21.9% | -4.1% |
| 3M | -10.2% | -16.0% | +5.9% | +7.6% |
| 6M | -99.2% | +21.5% | -120.7% | -97.8% |
| YTD | -99.5% | +65.4% | -165.0% | -97.9% |
| 1Y | -99.8% | +195.0% | -294.8% | -97.7% |
| 3Y | -100.0% | +830.2% | -930.1% | -98.3% |
| 5Y | -100.0% | +397.1% | -497.1% | -99.7% |
| 10Y | -100.0% | +1,317.7% | -1,417.7% | -100.0% |
| All | -100.0% | +1,770.6% | -1,870.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling