+149.8%
COST vs SOXQ
+279.9%
-130.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -2.5% | +2.3% | -4.8% | -2.9% |
| 30D | -4.4% | -3.9% | -0.5% | -3.9% |
| 3M | -8.1% | -4.7% | -3.4% | -8.6% |
| 6M | -9.2% | +47.9% | -57.1% | -20.3% |
| YTD | +5.1% | +64.3% | -59.2% | -10.7% |
| 1Y | -5.1% | +95.7% | -100.8% | -23.9% |
| 3Y | +70.4% | +231.5% | -161.2% | +8.4% |
| 5Y | +104.7% | +255.0% | -150.3% | +23.4% |
| All | +149.8% | +279.9% | -130.1% | +48.8% |
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