+193.6%
COP vs SOXQ
+251.3%
-57.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | +1.0% | +2.3% | -1.3% | +0.6% |
| 30D | +9.6% | -3.9% | +13.5% | +10.1% |
| 3M | +15.0% | -4.7% | +19.8% | +14.6% |
| 6M | +21.8% | +47.9% | -26.1% | +9.9% |
| YTD | +49.6% | +64.3% | -14.7% | +31.3% |
| 1Y | +49.9% | +95.7% | -45.8% | +25.6% |
| 3Y | +22.6% | +231.5% | -208.9% | -12.9% |
| 5Y | +193.6% | +255.0% | -61.4% | +97.2% |
| All | +193.6% | +251.3% | -57.7% | +97.2% |
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