+149.7%
COPX vs SOXQ
+279.9%
-130.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.6% | -4.4% | -5.6% |
| 7D | -2.9% | +2.3% | -5.2% | -4.0% |
| 30D | 0.0% | -3.9% | +3.9% | +2.0% |
| 3M | +14.8% | -4.7% | +19.5% | +16.2% |
| 6M | +7.0% | +47.9% | -40.8% | -13.5% |
| YTD | +23.8% | +64.3% | -40.5% | -4.8% |
| 1Y | +75.7% | +95.7% | -20.0% | +24.0% |
| 3Y | +156.4% | +231.5% | -75.1% | +33.4% |
| 5Y | +167.6% | +255.0% | -87.4% | +22.3% |
| All | +149.7% | +279.9% | -130.2% | +11.7% |
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