+18.1%
EWZ vs SOXQ
+231.9%
-213.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.8% | +2.1% |
| 7D | +0.8% | +8.2% | -7.4% | -1.0% |
| 30D | -24.4% | -13.2% | -11.2% | -22.4% |
| 3M | -4.6% | -18.5% | +13.9% | -1.0% |
| 6M | -11.6% | -15.4% | +3.9% | -10.2% |
| YTD | +2.4% | +43.6% | -41.2% | -9.0% |
| 1Y | +2.1% | +49.2% | -47.2% | -10.3% |
| 3Y | +18.7% | +190.2% | -171.5% | -14.0% |
| 5Y | +54.2% | +178.2% | -124.0% | +8.7% |
| All | +18.1% | +231.9% | -213.9% | -21.6% |
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