+1,537.1%
SOXX vs EWJ
+144.4%
+1,392.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | -1.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.0% |
| 30D | -3.6% | +0.8% | -4.4% | -4.5% |
| 3M | -10.2% | +7.5% | -17.7% | -17.3% |
| 6M | +54.2% | +15.6% | +38.7% | +30.7% |
| YTD | +75.2% | +22.7% | +52.5% | +37.0% |
| 1Y | +107.5% | +26.4% | +81.1% | +56.4% |
| 3Y | +226.8% | +72.5% | +154.2% | +64.4% |
| 5Y | +251.2% | +52.4% | +198.8% | +109.3% |
| All | +1,537.1% | +144.4% | +1,392.7% | +493.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling