+52.7%
EFA vs SOXQ
+279.9%
-227.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | -2.2% | -3.9% | +1.7% | -1.3% |
| 3M | +5.7% | -4.7% | +10.4% | +5.8% |
| 6M | +8.2% | +47.9% | -39.7% | -5.9% |
| YTD | +11.8% | +64.3% | -52.6% | -6.1% |
| 1Y | +18.3% | +95.7% | -77.4% | -6.3% |
| 3Y | +64.9% | +231.5% | -166.6% | +5.1% |
| 5Y | +52.4% | +255.0% | -202.6% | -9.4% |
| All | +52.7% | +279.9% | -227.2% | -10.3% |
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 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