-39.8%
COO vs SOXQ
+176.1%
-215.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.5% |
| 7D | +0.5% | +8.2% | -7.7% | -1.3% |
| 30D | +14.2% | -13.2% | +27.3% | +16.9% |
| 3M | -18.2% | -18.5% | +0.3% | -15.2% |
| 6M | +5.3% | -15.4% | +20.8% | +5.5% |
| YTD | -23.6% | +43.6% | -67.1% | -35.6% |
| 1Y | -12.7% | +49.2% | -61.9% | -27.6% |
| 3Y | -24.2% | +190.2% | -214.4% | -54.0% |
| All | -39.8% | +176.1% | -215.9% | -65.2% |
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