-100.0%
SOXS vs EWJ
+73.0%
-173.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | +3.0% |
| 7D | -4.7% | +0.3% | -5.0% | -3.5% |
| 30D | +7.7% | +0.8% | +6.9% | +12.9% |
| 3M | -10.2% | +7.5% | -17.7% | +45.4% |
| 6M | -99.2% | +15.6% | -114.8% | -96.4% |
| YTD | -99.5% | +22.7% | -122.3% | -97.2% |
| 1Y | -99.8% | +26.4% | -126.2% | -98.3% |
| 3Y | -100.0% | +72.5% | -172.5% | -99.3% |
| All | -100.0% | +73.0% | -173.0% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling