+61.1%
EWJ vs SOXQ
+286.7%
-225.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.6% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | +0.8% | -4.6% | +5.4% | +2.2% |
| 3M | +7.5% | -10.2% | +17.7% | +10.2% |
| 6M | +15.6% | +49.7% | -34.1% | +0.2% |
| YTD | +22.7% | +67.2% | -44.5% | +2.5% |
| 1Y | +26.4% | +98.0% | -71.6% | -0.3% |
| 3Y | +72.5% | +237.2% | -164.6% | +11.2% |
| 5Y | +52.4% | +261.3% | -208.8% | -7.5% |
| All | +61.1% | +286.7% | -225.5% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling