-100.0%
SOXS vs COPX
+149.4%
-249.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.7% |
| 7D | -4.7% | -2.3% | -2.4% | -7.8% |
| 30D | +7.7% | +0.3% | +7.5% | +9.7% |
| 3M | -10.2% | +6.8% | -17.0% | +18.3% |
| 6M | -99.2% | +7.9% | -107.2% | -96.8% |
| YTD | -99.5% | +23.7% | -123.3% | -97.4% |
| 1Y | -99.8% | +71.5% | -171.3% | -97.5% |
| 3Y | -100.0% | +149.1% | -249.1% | -99.4% |
| All | -100.0% | +149.4% | -249.3% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling