-91.6%
SOXS vs EWJ
+18.0%
-109.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +14.9% |
| 7D | +46.7% | -1.2% | +47.8% | +40.3% |
| 30D | +97.0% | -5.5% | +102.4% | +59.7% |
| 3M | +39.5% | -0.8% | +40.3% | +45.1% |
| 6M | -54.9% | +7.1% | -62.0% | -17.0% |
| YTD | -90.4% | +16.9% | -107.3% | -72.1% |
| 1Y | -91.6% | +18.2% | -109.8% | -74.1% |
| All | -91.6% | +18.0% | -109.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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