-99.8%
SOXS vs EWY
+165.3%
-265.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.6% | -14.8% | -0.2% |
| 7D | -7.0% | +4.8% | -11.8% | +4.1% |
| 30D | +2.8% | +11.7% | -8.9% | +36.5% |
| 3M | -9.8% | -7.4% | -2.4% | +29.8% |
| 6M | -99.2% | +40.6% | -139.7% | -87.2% |
| YTD | -99.5% | +94.3% | -193.8% | -80.5% |
| 1Y | -99.8% | +164.3% | -264.1% | -80.4% |
| All | -99.8% | +165.3% | -265.1% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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