+241.5%
SOXX vs COO
-52.2%
+293.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.7% | +11.9% | +3.0% |
| 7D | +3.0% | -23.3% | +26.3% | +13.6% |
| 30D | -3.1% | -29.5% | +26.3% | +10.3% |
| 3M | -4.4% | -20.0% | +15.6% | +2.4% |
| 6M | +52.9% | -27.2% | +80.1% | +70.3% |
| YTD | +72.0% | -33.9% | +105.9% | +100.8% |
| 1Y | +105.1% | -19.9% | +125.0% | +115.7% |
| 3Y | +220.6% | -38.1% | +258.7% | +262.4% |
| All | +241.5% | -52.2% | +293.8% | +333.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling