-91.6%
SOXS vs COPX
+31.7%
-123.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +16.0% |
| 7D | +46.7% | -3.0% | +49.6% | +39.6% |
| 30D | +97.0% | -13.6% | +110.6% | +57.9% |
| 3M | +39.5% | -11.2% | +50.8% | +21.7% |
| 6M | -54.9% | -2.4% | -52.5% | -38.6% |
| YTD | -90.4% | +4.2% | -94.6% | -80.8% |
| 1Y | -91.6% | +32.2% | -123.8% | -65.9% |
| All | -91.6% | +31.7% | -123.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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