+126.2%
EWY vs SOXQ
+286.7%
-160.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.2% |
| 7D | -0.1% | +0.8% | -0.8% | -0.5% |
| 30D | +7.3% | -4.6% | +11.9% | +10.5% |
| 3M | -5.1% | -10.2% | +5.0% | +2.0% |
| 6M | +42.1% | +49.7% | -7.6% | +21.1% |
| YTD | +94.1% | +67.2% | +26.9% | +57.9% |
| 1Y | +147.8% | +98.0% | +49.8% | +87.4% |
| 3Y | +222.9% | +237.2% | -14.2% | +86.9% |
| 5Y | +150.6% | +261.3% | -110.7% | +32.5% |
| All | +126.2% | +286.7% | -160.5% | +17.1% |
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