+8.2%
EMB vs SOXQ
+290.2%
-282.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | 0.0% | +5.2% | -5.2% | -0.6% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | -0.3% | -5.6% | +5.3% | -0.1% |
| 6M | +0.7% | +53.0% | -52.3% | -5.3% |
| YTD | +1.3% | +68.8% | -67.5% | -6.1% |
| 1Y | +4.7% | +105.7% | -101.0% | -5.6% |
| 3Y | +30.1% | +240.5% | -210.4% | +6.3% |
| 5Y | +6.9% | +266.8% | -259.9% | -16.1% |
| All | +8.2% | +290.2% | -282.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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