+113.9%
SOXX vs EWJ
+31.1%
+82.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.0% |
| 7D | +2.2% | +2.5% | -0.3% | -1.4% |
| 30D | -2.0% | +3.3% | -5.3% | -6.4% |
| 3M | -13.7% | +5.0% | -18.7% | -18.3% |
| 6M | +52.4% | +11.5% | +40.8% | +35.3% |
| YTD | +72.8% | +22.4% | +50.4% | +37.3% |
| 1Y | +113.9% | +30.2% | +83.7% | +63.8% |
| All | +113.9% | +31.1% | +82.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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