+39.9%
EWZ vs SOXQ
+286.7%
-246.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | +12.8% | -4.6% | +17.4% | +13.9% |
| 3M | +10.8% | -10.2% | +20.9% | +12.4% |
| 6M | +2.5% | +49.7% | -47.2% | -9.0% |
| YTD | +21.4% | +67.2% | -45.9% | +5.0% |
| 1Y | +32.8% | +98.0% | -65.2% | +10.1% |
| 3Y | +45.2% | +237.2% | -192.0% | +2.4% |
| 5Y | +63.0% | +261.3% | -198.3% | +7.6% |
| All | +39.9% | +286.7% | -246.7% | -9.6% |
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 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