-100.0%
SOXS vs EWJ
+219.9%
-319.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +6.2% |
| 7D | -9.4% | -1.5% | -7.9% | -13.6% |
| 30D | +6.2% | +0.2% | +6.0% | +8.5% |
| 3M | -28.0% | +8.6% | -36.6% | +14.9% |
| 6M | -99.2% | +12.1% | -111.3% | -97.1% |
| YTD | -99.5% | +20.1% | -119.6% | -97.7% |
| 1Y | -99.7% | +25.2% | -124.9% | -98.6% |
| 3Y | -100.0% | +70.8% | -170.7% | -99.5% |
| 5Y | -100.0% | +49.2% | -149.2% | -99.9% |
| 10Y | -100.0% | +138.6% | -238.6% | -100.0% |
| All | -100.0% | +219.9% | -319.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling