-100.0%
SOXS vs FXI
+26.3%
-126.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -9.3% |
| 7D | -15.6% | -1.0% | -14.6% | -17.0% |
| 30D | +4.8% | -3.2% | +8.0% | -2.0% |
| 3M | -21.6% | +1.7% | -23.3% | -20.1% |
| 6M | -99.3% | -1.6% | -97.8% | -99.2% |
| YTD | -99.5% | -7.9% | -91.6% | -99.5% |
| 1Y | -99.8% | -9.6% | -90.2% | -99.7% |
| 3Y | -100.0% | +40.5% | -140.4% | -99.9% |
| 5Y | -100.0% | -6.2% | -93.8% | -100.0% |
| 10Y | -100.0% | +14.2% | -114.2% | -100.0% |
| All | -100.0% | +26.3% | -126.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling