+2,550.6%
SOXX vs EWJ
+255.8%
+2,294.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | -0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.1% |
| 30D | -3.6% | +0.8% | -4.4% | -4.3% |
| 3M | -10.2% | +7.5% | -17.7% | -15.3% |
| 6M | +54.2% | +15.6% | +38.7% | +37.0% |
| YTD | +75.2% | +22.7% | +52.5% | +47.0% |
| 1Y | +107.5% | +26.4% | +81.1% | +69.7% |
| 3Y | +226.8% | +72.5% | +154.2% | +102.4% |
| 5Y | +251.2% | +52.4% | +198.8% | +148.5% |
| 10Y | +1,567.6% | +143.8% | +1,423.8% | +713.1% |
| All | +2,550.6% | +255.8% | +2,294.8% | +665.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling