-91.6%
SOXS vs EWZ
+7.8%
-99.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.1% | +10.3% |
| 7D | +46.7% | -4.1% | +50.7% | +41.5% |
| 30D | +97.0% | -25.0% | +121.9% | +48.5% |
| 3M | +39.5% | -10.6% | +50.2% | +40.4% |
| 6M | -54.9% | -16.6% | -38.3% | -56.9% |
| YTD | -90.4% | +2.5% | -92.9% | -86.9% |
| 1Y | -91.6% | +8.1% | -99.7% | -84.9% |
| All | -91.6% | +7.8% | -99.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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