-91.6%
SOXS vs COO
-7.7%
-84.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +5.9% |
| 7D | +46.7% | +8.4% | +38.2% | +41.4% |
| 30D | +97.0% | +13.5% | +83.5% | +87.8% |
| 3M | +39.5% | -13.8% | +53.3% | +48.8% |
| 6M | -54.9% | +4.7% | -59.6% | -53.8% |
| YTD | -90.4% | -21.4% | -69.0% | -92.3% |
| 1Y | -91.6% | -6.7% | -84.9% | -92.8% |
| All | -91.6% | -7.7% | -84.0% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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