+1,537.1%
SOXX vs COP
+345.8%
+1,191.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.4% | +2.3% | -0.9% | +0.7% |
| 30D | -3.6% | +8.6% | -12.2% | -5.9% |
| 3M | -10.2% | +19.9% | -30.0% | -15.2% |
| 6M | +54.2% | +19.0% | +35.2% | +44.3% |
| YTD | +75.2% | +50.0% | +25.2% | +51.9% |
| 1Y | +107.5% | +50.5% | +57.0% | +79.0% |
| 3Y | +226.8% | +25.2% | +201.6% | +193.4% |
| 5Y | +251.2% | +194.3% | +57.0% | +132.1% |
| All | +1,537.1% | +345.8% | +1,191.3% | +857.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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