-99.2%
SOXS vs COP
+16.5%
-115.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -6.2% |
| 7D | -15.6% | -0.8% | -14.7% | -13.9% |
| 30D | +4.8% | +15.6% | -10.8% | -25.7% |
| 3M | -21.6% | +14.3% | -36.0% | -42.2% |
| All | -99.2% | +16.5% | -115.8% | -98.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling