+500.8%
EME vs SOXQ
+279.9%
+220.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.6% |
| 7D | +0.9% | +2.3% | -1.4% | -0.3% |
| 30D | -8.4% | -3.9% | -4.5% | -6.5% |
| 3M | -3.6% | -4.7% | +1.1% | -1.7% |
| 6M | +3.6% | +47.9% | -44.3% | -16.5% |
| YTD | +22.5% | +64.3% | -41.8% | -6.1% |
| 1Y | +18.2% | +95.7% | -77.5% | -16.6% |
| 3Y | +238.4% | +231.5% | +6.9% | +89.9% |
| 5Y | +550.5% | +255.0% | +295.5% | +241.7% |
| All | +500.8% | +279.9% | +220.8% | +212.1% |
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