-100.0%
SOXS vs FXI
+17.1%
-117.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -4.8% |
| 7D | -4.7% | -3.9% | -0.9% | -11.6% |
| 30D | +7.7% | -2.1% | +9.8% | +3.4% |
| 3M | -10.2% | -0.5% | -9.7% | -12.0% |
| 6M | -99.2% | -4.5% | -94.7% | -99.1% |
| YTD | -99.5% | -9.2% | -90.3% | -99.5% |
| 1Y | -99.8% | -13.8% | -86.0% | -99.7% |
| 3Y | -100.0% | +36.6% | -136.6% | -99.9% |
| 5Y | -100.0% | -6.7% | -93.3% | -100.0% |
| All | -100.0% | +17.1% | -117.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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