-100.0%
SOXS vs COPX
+179.8%
-279.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -7.0% | +15.1% | -2.3% |
| 7D | -9.4% | -2.9% | -6.5% | -12.6% |
| 30D | +6.2% | 0.0% | +6.1% | +7.7% |
| 3M | -28.0% | +14.8% | -42.8% | +4.4% |
| 6M | -99.2% | +7.0% | -106.2% | -97.2% |
| YTD | -99.5% | +23.8% | -123.3% | -97.7% |
| 1Y | -99.7% | +75.7% | -175.5% | -97.9% |
| 3Y | -100.0% | +156.4% | -256.4% | -99.6% |
| 5Y | -100.0% | +167.6% | -267.6% | -99.9% |
| 10Y | -100.0% | +569.1% | -669.1% | -100.0% |
| All | -100.0% | +179.8% | -279.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling