-100.0%
SOXS vs COO
+533.0%
-633.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.3% | +12.0% |
| 7D | -28.4% | +0.5% | -28.9% | -27.6% |
| 30D | +19.4% | +14.2% | +5.3% | +39.6% |
| 3M | +28.2% | -18.2% | +46.4% | -6.3% |
| 6M | -37.7% | +5.3% | -43.1% | -39.1% |
| YTD | -91.6% | -23.6% | -68.1% | -94.8% |
| 1Y | -93.1% | -12.7% | -80.4% | -94.7% |
| 3Y | -99.7% | -24.2% | -75.5% | -99.8% |
| 5Y | -99.9% | -40.0% | -59.9% | -99.9% |
| 10Y | -100.0% | +41.6% | -141.6% | -100.0% |
| All | -100.0% | +533.0% | -633.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling