+119.1%
EWY vs SOXQ
+279.9%
-160.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -2.7% |
| 7D | +1.2% | +2.3% | -1.1% | 0.0% |
| 30D | +9.3% | -3.9% | +13.2% | +12.1% |
| 3M | +2.4% | -4.7% | +7.2% | +7.1% |
| 6M | +40.3% | +47.9% | -7.6% | +20.5% |
| YTD | +88.0% | +64.3% | +23.7% | +54.5% |
| 1Y | +143.8% | +95.7% | +48.1% | +85.8% |
| 3Y | +217.8% | +231.5% | -13.7% | +85.7% |
| 5Y | +142.7% | +255.0% | -112.3% | +29.7% |
| All | +119.1% | +279.9% | -160.8% | +14.6% |
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