+1,537.1%
SOXX vs COO
+17.0%
+1,520.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | +1.4% | -22.5% | +23.9% | +13.5% |
| 30D | -3.6% | -29.7% | +26.2% | +12.9% |
| 3M | -10.2% | -20.1% | +10.0% | -2.1% |
| 6M | +54.2% | -26.9% | +81.1% | +74.2% |
| YTD | +75.2% | -34.2% | +109.4% | +109.0% |
| 1Y | +107.5% | -21.3% | +128.8% | +122.7% |
| 3Y | +226.8% | -38.7% | +265.4% | +281.2% |
| 5Y | +251.2% | -52.2% | +303.4% | +367.0% |
| All | +1,537.1% | +17.0% | +1,520.1% | +1,279.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling