-100.0%
SOXS vs FXI
-8.2%
-91.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +7.3% |
| 7D | -9.4% | -2.8% | -6.6% | -12.9% |
| 30D | +6.2% | -3.7% | +9.8% | +0.3% |
| 3M | -28.0% | -0.4% | -27.6% | -28.8% |
| 6M | -99.2% | -5.4% | -93.8% | -99.1% |
| YTD | -99.5% | -9.6% | -89.9% | -99.4% |
| 1Y | -99.7% | -11.9% | -87.8% | -99.7% |
| 3Y | -100.0% | +37.8% | -137.8% | -100.0% |
| 5Y | -100.0% | -7.0% | -93.0% | -100.0% |
| All | -100.0% | -8.2% | -91.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling