+113.9%
SOXX vs COO
+4.1%
+109.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.3% |
| 7D | +2.2% | -2.2% | +4.4% | +2.0% |
| 30D | -2.0% | -7.0% | +5.0% | -2.8% |
| 3M | -13.7% | +12.2% | -25.9% | -14.2% |
| 6M | +52.4% | -15.1% | +67.5% | +63.7% |
| YTD | +72.8% | -15.1% | +87.9% | +85.8% |
| 1Y | +113.9% | +2.3% | +111.6% | +120.1% |
| All | +113.9% | +4.1% | +109.8% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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