+38.7%
EWZ vs SOXQ
+283.8%
-245.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.5% |
| 7D | +6.5% | +2.3% | +4.1% | +5.9% |
| 30D | +4.8% | -2.3% | +7.1% | +5.2% |
| 3M | +9.9% | -13.8% | +23.7% | +12.4% |
| 6M | +1.9% | +48.6% | -46.7% | -9.3% |
| YTD | +20.3% | +66.0% | -45.7% | +4.3% |
| 1Y | +35.6% | +107.9% | -72.3% | +11.2% |
| 3Y | +43.4% | +224.1% | -180.7% | +2.2% |
| 5Y | +55.9% | +256.6% | -200.6% | +3.4% |
| All | +38.7% | +283.8% | -245.0% | -10.2% |
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