+2,575.4%
SOXX vs COO
+940.7%
+1,634.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.2% | +6.9% | +2.9% |
| 7D | +6.1% | -9.0% | +15.1% | +9.6% |
| 30D | +0.5% | -16.8% | +17.3% | +7.1% |
| 3M | -5.3% | -7.5% | +2.2% | -3.6% |
| 6M | +58.3% | -16.3% | +74.6% | +66.0% |
| YTD | +76.8% | -22.5% | +99.4% | +90.9% |
| 1Y | +114.6% | -7.0% | +121.6% | +115.0% |
| 3Y | +229.6% | -27.5% | +257.1% | +252.9% |
| 5Y | +257.3% | -43.3% | +300.6% | +317.8% |
| 10Y | +1,583.2% | +37.6% | +1,545.7% | +1,350.8% |
| All | +2,575.4% | +940.7% | +1,634.7% | +990.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling