-100.0%
SOXS vs EWZ
+6.4%
-106.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +9.7% |
| 7D | -9.4% | +1.1% | -10.5% | -8.2% |
| 30D | +6.2% | +13.5% | -7.3% | +24.6% |
| 3M | -28.0% | +15.2% | -43.3% | -10.9% |
| 6M | -99.2% | +3.7% | -102.9% | -99.0% |
| YTD | -99.5% | +22.5% | -122.0% | -99.2% |
| 1Y | -99.7% | +35.3% | -135.0% | -99.5% |
| 3Y | -100.0% | +50.2% | -150.2% | -100.0% |
| 5Y | -100.0% | +64.6% | -164.6% | -100.0% |
| 10Y | -100.0% | +95.0% | -195.0% | -100.0% |
| All | -100.0% | +6.4% | -106.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling