+30.0%
SOXX vs COPX
+22.8%
+7.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -5.8% | -6.3% | -8.5% |
| 7D | -23.0% | -7.5% | -15.5% | -18.9% |
| 30D | -32.9% | -18.6% | -14.3% | -23.7% |
| 3M | -25.4% | -19.0% | -6.4% | -15.4% |
| 6M | -17.9% | -9.9% | -8.0% | -12.1% |
| YTD | +31.6% | -1.8% | +33.5% | +27.8% |
| 1Y | +30.0% | +21.6% | +8.3% | +3.5% |
| All | +30.0% | +22.8% | +7.2% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling