+60.1%
EWZ vs SOXQ
+269.0%
-208.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.1% | +5.2% | -5.3% | -1.2% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +13.3% | -5.6% | +18.9% | +13.6% |
| 6M | +3.6% | +53.0% | -49.4% | -8.4% |
| YTD | +21.0% | +68.8% | -47.8% | +4.6% |
| 1Y | +34.7% | +105.7% | -71.1% | +10.9% |
| 3Y | +48.3% | +240.5% | -192.2% | +4.9% |
| 5Y | +60.1% | +266.8% | -206.7% | +6.6% |
| All | +60.1% | +269.0% | -208.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling