+2,550.6%
SOXX vs EWZ
+692.8%
+1,857.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | -3.6% | +12.8% | -16.4% | -8.7% |
| 3M | -10.2% | +10.8% | -20.9% | -14.2% |
| 6M | +54.2% | +2.5% | +51.7% | +52.4% |
| YTD | +75.2% | +21.4% | +53.9% | +61.1% |
| 1Y | +107.5% | +32.8% | +74.7% | +83.2% |
| 3Y | +226.8% | +45.2% | +181.6% | +175.2% |
| 5Y | +251.2% | +63.0% | +188.2% | +172.2% |
| 10Y | +1,567.6% | +93.2% | +1,474.5% | +981.7% |
| All | +2,550.6% | +692.8% | +1,857.8% | +562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling