-51.0%
COO vs SOXQ
+258.1%
-309.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -22.5% | +0.8% | -23.3% | -22.6% |
| 30D | -29.7% | -4.6% | -25.2% | -29.0% |
| 3M | -20.1% | -10.2% | -10.0% | -19.1% |
| 6M | -26.9% | +49.7% | -76.6% | -37.6% |
| YTD | -34.2% | +67.2% | -101.5% | -46.0% |
| 1Y | -21.3% | +98.0% | -119.3% | -39.2% |
| 3Y | -38.7% | +237.2% | -275.8% | -63.7% |
| All | -51.0% | +258.1% | -309.1% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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