+195.3%
COR vs SOXQ
+288.7%
-93.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -1.9% | +5.3% | -7.2% | -1.9% |
| 30D | +1.5% | -3.7% | +5.2% | +1.5% |
| 3M | +18.7% | -7.8% | +26.5% | +18.6% |
| 6M | -9.0% | +58.4% | -67.4% | -11.0% |
| YTD | -3.3% | +68.1% | -71.4% | -5.5% |
| 1Y | +9.8% | +105.4% | -95.5% | +6.6% |
| 3Y | +87.4% | +239.2% | -151.9% | +72.6% |
| 5Y | +180.5% | +266.9% | -86.4% | +146.1% |
| All | +195.3% | +288.7% | -93.4% | +156.5% |
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