+107.7%
COST vs SOXQ
+258.1%
-150.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -4.7% | -4.6% | -0.1% | -4.0% |
| 3M | -7.1% | -10.2% | +3.0% | -6.2% |
| 6M | -8.5% | +49.7% | -58.2% | -19.9% |
| YTD | +5.4% | +67.2% | -61.9% | -10.9% |
| 1Y | -5.6% | +98.0% | -103.6% | -24.6% |
| 3Y | +68.5% | +237.2% | -168.7% | +6.3% |
| All | +107.7% | +258.1% | -150.4% | +23.3% |
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