+113.9%
SOXX vs EWZ
+36.3%
+77.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +2.2% | +6.5% | -4.3% | -2.3% |
| 30D | -2.0% | +4.8% | -6.9% | -5.4% |
| 3M | -13.7% | +9.9% | -23.6% | -19.1% |
| 6M | +52.4% | +1.9% | +50.4% | +49.4% |
| YTD | +72.8% | +20.3% | +52.5% | +55.8% |
| 1Y | +113.9% | +35.6% | +78.3% | +73.0% |
| All | +113.9% | +36.3% | +77.6% | +73.0% |
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