-100.0%
SOXS vs EWY
+311.4%
-411.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | +2.4% |
| 7D | -4.7% | -0.1% | -4.7% | -4.1% |
| 30D | +7.7% | +7.3% | +0.4% | +33.9% |
| 3M | -10.2% | -5.1% | -5.0% | +18.7% |
| 6M | -99.2% | +42.1% | -141.3% | -82.2% |
| YTD | -99.5% | +94.1% | -193.6% | -73.7% |
| 1Y | -99.8% | +147.8% | -247.6% | -71.7% |
| 3Y | -100.0% | +222.9% | -322.9% | -92.4% |
| 5Y | -100.0% | +150.6% | -250.6% | -98.6% |
| All | -100.0% | +311.4% | -411.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling