-99.9%
SOXS vs COO
-39.4%
-60.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | -0.4% |
| 7D | -43.7% | -2.1% | -41.6% | -44.8% |
| 30D | +22.2% | +13.9% | +8.3% | +39.1% |
| 3M | +13.0% | -18.9% | +31.9% | -14.8% |
| 6M | -47.7% | +3.7% | -51.4% | -48.7% |
| YTD | -92.5% | -24.1% | -68.3% | -95.2% |
| 1Y | -93.1% | -14.2% | -78.9% | -94.8% |
| 3Y | -99.7% | -24.5% | -75.3% | -99.8% |
| 5Y | -99.9% | -40.4% | -59.5% | -99.9% |
| All | -99.9% | -39.4% | -60.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling