-91.6%
SOXS vs IEFA
+17.0%
-108.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +21.6% |
| 7D | +46.7% | +1.9% | +44.8% | +59.1% |
| 30D | +97.0% | +1.4% | +95.6% | +111.6% |
| 3M | +39.5% | -1.4% | +40.9% | +32.2% |
| 6M | -54.9% | +6.3% | -61.2% | -22.8% |
| YTD | -90.4% | +11.9% | -102.3% | -74.4% |
| 1Y | -91.6% | +17.0% | -108.6% | -70.4% |
| All | -91.6% | +17.0% | -108.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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