+226.8%
SOXX vs EWJ
+73.0%
+153.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | -0.9% |
| 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% | -17.1% |
| 6M | +54.2% | +15.6% | +38.7% | +32.2% |
| YTD | +75.2% | +22.7% | +52.5% | +39.4% |
| 1Y | +107.5% | +26.4% | +81.1% | +59.7% |
| 3Y | +226.8% | +72.5% | +154.2% | +74.7% |
| All | +226.8% | +73.0% | +153.8% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling