+226.8%
SOXX vs EWY
+223.6%
+3.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.4% | -0.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -3.6% | +7.3% | -10.9% | -8.7% |
| 3M | -10.2% | -5.1% | -5.0% | -7.6% |
| 6M | +54.2% | +42.1% | +12.2% | +14.3% |
| YTD | +75.2% | +94.1% | -18.9% | -3.9% |
| 1Y | +107.5% | +147.8% | -40.3% | -9.3% |
| 3Y | +226.8% | +222.9% | +3.8% | +13.0% |
| All | +226.8% | +223.6% | +3.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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