+52.5%
SOXX vs EWZ
+7.8%
+44.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.6% |
| 7D | -13.7% | -4.1% | -9.6% | -12.6% |
| 30D | -23.6% | -25.0% | +1.4% | -17.3% |
| 3M | -16.9% | -10.6% | -6.2% | -19.2% |
| 6M | -2.4% | -16.6% | +14.2% | -1.0% |
| YTD | +49.8% | +2.5% | +47.3% | +39.6% |
| 1Y | +52.5% | +8.1% | +44.4% | +30.1% |
| All | +52.5% | +7.8% | +44.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling