-100.0%
SOXS vs COP
+345.8%
-445.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.4% |
| 7D | -4.7% | +2.3% | -7.0% | -2.9% |
| 30D | +7.7% | +8.6% | -0.9% | +14.9% |
| 3M | -10.2% | +19.9% | -30.0% | +1.5% |
| 6M | -99.2% | +19.0% | -118.2% | -99.6% |
| YTD | -99.5% | +50.0% | -149.5% | -99.7% |
| 1Y | -99.8% | +50.5% | -150.3% | -99.8% |
| 3Y | -100.0% | +25.2% | -125.2% | -100.0% |
| 5Y | -100.0% | +194.3% | -294.3% | -100.0% |
| All | -100.0% | +345.8% | -445.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling