-99.7%
SOXS vs COO
-20.6%
-79.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -14.7% | +22.8% | +10.9% |
| 7D | -9.4% | -23.3% | +13.9% | -2.9% |
| 30D | +6.2% | -29.5% | +35.6% | +17.8% |
| 3M | -28.0% | -20.0% | -8.1% | -22.2% |
| 6M | -99.2% | -27.2% | -72.0% | -99.3% |
| YTD | -99.5% | -33.9% | -65.6% | -99.6% |
| 1Y | -99.7% | -19.9% | -79.8% | -99.8% |
| All | -99.7% | -20.6% | -79.2% | -99.8% |
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