-100.0%
SOXS vs IEFA
+209.0%
-309.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +4.5% |
| 7D | -9.4% | -2.4% | -7.0% | -17.7% |
| 30D | +6.2% | -2.1% | +8.3% | -1.8% |
| 3M | -28.0% | +5.5% | -33.6% | +1.2% |
| 6M | -99.2% | +8.1% | -107.3% | -97.5% |
| YTD | -99.5% | +11.9% | -111.4% | -98.1% |
| 1Y | -99.7% | +18.1% | -117.8% | -98.8% |
| 3Y | -100.0% | +65.5% | -165.4% | -99.4% |
| 5Y | -100.0% | +50.1% | -150.0% | -99.9% |
| 10Y | -100.0% | +144.2% | -244.2% | -100.0% |
| All | -100.0% | +209.0% | -309.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling