+58.3%
SOXX vs COO
-15.7%
+74.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.2% | +6.9% | -1.8% |
| 7D | +6.1% | -9.0% | +15.1% | +2.2% |
| 30D | +0.5% | -16.8% | +17.3% | -6.7% |
| 3M | -5.3% | -7.5% | +2.2% | -8.2% |
| 6M | +58.3% | -16.3% | +74.6% | +91.8% |
| All | +58.3% | -15.7% | +74.0% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 6mo: compounded portfolio wealth divided by compounded COO 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…
6mo analysis · Full analysis span regression · 6 months rolling