+247.9%
SOXX vs EWJ
+50.5%
+197.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | -1.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.0% |
| 30D | -3.6% | +0.8% | -4.4% | -4.6% |
| 3M | -10.2% | +7.5% | -17.7% | -17.5% |
| 6M | +54.2% | +15.6% | +38.7% | +30.4% |
| YTD | +75.2% | +22.7% | +52.5% | +36.4% |
| 1Y | +107.5% | +26.4% | +81.1% | +55.6% |
| 3Y | +226.8% | +72.5% | +154.2% | +59.7% |
| All | +247.9% | +50.5% | +197.3% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling