+82.7%
KO vs SOXQ
+279.9%
-197.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +0.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | +1.6% | -3.9% | +5.5% | +1.5% |
| 3M | +5.8% | -4.7% | +10.5% | +5.6% |
| 6M | +14.3% | +47.9% | -33.6% | +12.8% |
| YTD | +27.3% | +64.3% | -37.0% | +25.2% |
| 1Y | +33.2% | +95.7% | -62.5% | +30.0% |
| 3Y | +64.5% | +231.5% | -167.0% | +50.7% |
| 5Y | +83.1% | +255.0% | -171.9% | +61.1% |
| All | +82.7% | +279.9% | -197.2% | +59.8% |
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