-99.2%
SOXS vs COPX
+15.1%
-114.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | +0.3% |
| 7D | -16.6% | +6.0% | -22.5% | -4.5% |
| 30D | -4.4% | +6.4% | -10.8% | +10.4% |
| 3M | -26.2% | +19.3% | -45.5% | +39.3% |
| All | -99.2% | +15.1% | -114.4% | -95.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling