-91.6%
SOXS vs EFA
+16.9%
-108.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +21.9% |
| 7D | +46.7% | +2.0% | +44.7% | +59.7% |
| 30D | +97.0% | +1.6% | +95.3% | +113.6% |
| 3M | +39.5% | -1.5% | +41.0% | +31.1% |
| 6M | -54.9% | +6.6% | -61.6% | -21.5% |
| YTD | -90.4% | +11.8% | -102.2% | -74.6% |
| 1Y | -91.6% | +16.9% | -108.5% | -71.1% |
| All | -91.6% | +16.9% | -108.5% | -71.1% |
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