+50.4%
EWZ vs SOXQ
+237.4%
-187.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +5.6% | +5.3% | +0.3% | +4.4% |
| 30D | +9.3% | -3.7% | +13.0% | +10.0% |
| 3M | +15.7% | -7.8% | +23.5% | +16.6% |
| 6M | +7.4% | +58.4% | -50.9% | -6.0% |
| YTD | +22.7% | +68.1% | -45.5% | +6.0% |
| 1Y | +36.4% | +105.4% | -69.0% | +12.5% |
| 3Y | +50.4% | +239.2% | -188.8% | +0.5% |
| All | +50.4% | +237.4% | -187.0% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling