+2,550.6%
SOXX vs COP
+1,355.4%
+1,195.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.4% | +2.3% | -0.9% | +0.5% |
| 30D | -3.6% | +8.6% | -12.2% | -6.7% |
| 3M | -10.2% | +19.9% | -30.0% | -16.8% |
| 6M | +54.2% | +19.0% | +35.2% | +41.2% |
| YTD | +75.2% | +50.0% | +25.2% | +45.8% |
| 1Y | +107.5% | +50.5% | +57.0% | +71.6% |
| 3Y | +226.8% | +25.2% | +201.6% | +184.2% |
| 5Y | +251.2% | +194.3% | +56.9% | +105.2% |
| 10Y | +1,567.6% | +342.9% | +1,224.8% | +604.4% |
| All | +2,550.6% | +1,355.4% | +1,195.2% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling