-100.0%
SOXS vs EFA
+65.2%
-165.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -0.6% |
| 7D | -4.7% | -1.5% | -3.2% | -11.8% |
| 30D | +7.7% | -1.7% | +9.4% | -0.3% |
| 3M | -10.2% | +3.5% | -13.6% | +21.0% |
| 6M | -99.2% | +9.5% | -108.7% | -96.9% |
| YTD | -99.5% | +12.9% | -112.4% | -97.7% |
| 1Y | -99.8% | +18.2% | -118.0% | -98.5% |
| 3Y | -100.0% | +64.8% | -164.8% | -99.1% |
| All | -100.0% | +65.2% | -165.1% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling