-27.8%
COO vs SOXQ
+288.7%
-316.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | -2.3% | +5.3% | -7.6% | -3.5% |
| 30D | -8.8% | -3.7% | -5.1% | -8.2% |
| 3M | +1.3% | -7.8% | +9.2% | +1.8% |
| 6M | -11.6% | +58.4% | -69.9% | -25.7% |
| YTD | -17.4% | +68.1% | -85.6% | -32.0% |
| 1Y | -1.6% | +105.4% | -107.0% | -24.6% |
| 3Y | -22.6% | +239.2% | -261.9% | -53.7% |
| 5Y | -40.3% | +266.9% | -307.2% | -66.7% |
| All | -27.8% | +288.7% | -316.5% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling