-100.0%
SOXS vs EWY
+388.3%
-488.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.2% | +12.3% | -1.6% |
| 7D | -9.4% | +1.2% | -10.6% | -5.5% |
| 30D | +6.2% | +9.3% | -3.1% | +36.5% |
| 3M | -28.0% | +2.4% | -30.5% | +19.6% |
| 6M | -99.2% | +40.3% | -139.5% | -84.2% |
| YTD | -99.5% | +88.0% | -187.5% | -78.7% |
| 1Y | -99.7% | +143.8% | -243.6% | -78.3% |
| 3Y | -100.0% | +217.8% | -317.7% | -94.6% |
| 5Y | -100.0% | +142.7% | -242.7% | -99.0% |
| 10Y | -100.0% | +291.7% | -391.7% | -100.0% |
| All | -100.0% | +388.3% | -488.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling