+180.7%
COR vs SOXQ
+251.3%
-70.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.8% |
| 7D | -4.8% | +2.3% | -7.1% | -4.8% |
| 30D | -3.7% | -3.9% | +0.2% | -3.7% |
| 3M | +14.3% | -4.7% | +19.1% | +14.1% |
| 6M | -8.5% | +47.9% | -56.4% | -10.2% |
| YTD | -4.4% | +64.3% | -68.7% | -6.5% |
| 1Y | +9.1% | +95.7% | -86.6% | +6.2% |
| 3Y | +85.2% | +231.5% | -146.3% | +71.3% |
| 5Y | +180.7% | +255.0% | -74.3% | +145.4% |
| All | +180.7% | +251.3% | -70.7% | +145.4% |
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