-100.0%
SOXS vs COIN
-54.0%
-46.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -4.5% |
| 7D | -4.7% | -5.1% | +0.3% | -7.6% |
| 30D | +7.7% | +17.6% | -9.9% | +20.3% |
| 3M | -10.2% | +9.2% | -19.4% | -1.1% |
| 6M | -99.2% | -11.8% | -87.4% | -99.4% |
| YTD | -99.5% | -22.5% | -77.0% | -99.6% |
| 1Y | -99.8% | -45.9% | -53.9% | -99.8% |
| 3Y | -100.0% | +117.4% | -217.4% | -100.0% |
| 5Y | -100.0% | -29.4% | -70.6% | -100.0% |
| All | -100.0% | -54.0% | -46.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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