-99.8%
SOXS vs EFA
+23.1%
-122.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.1% | -10.3% | -9.4% |
| 7D | -7.0% | +0.6% | -7.6% | -3.7% |
| 30D | +2.8% | +0.9% | +1.9% | +9.2% |
| 3M | -9.8% | +4.9% | -14.7% | +46.2% |
| 6M | -99.2% | +8.6% | -107.8% | -96.8% |
| YTD | -99.5% | +14.6% | -114.1% | -97.1% |
| 1Y | -99.8% | +22.6% | -122.4% | -98.2% |
| All | -99.8% | +23.1% | -122.9% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling