+175.6%
COP vs SOXQ
+286.7%
-111.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +8.6% | -4.6% | +13.2% | +9.3% |
| 3M | +19.9% | -10.2% | +30.0% | +20.8% |
| 6M | +19.0% | +49.7% | -30.6% | +7.3% |
| YTD | +50.0% | +67.2% | -17.3% | +31.4% |
| 1Y | +50.5% | +98.0% | -47.5% | +26.1% |
| 3Y | +25.2% | +237.2% | -211.9% | -11.1% |
| 5Y | +194.3% | +261.3% | -67.0% | +95.4% |
| All | +175.6% | +286.7% | -111.1% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling