+71.9%
EMR vs SOXQ
+290.2%
-218.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.9% | +5.2% | -4.3% | -1.2% |
| 30D | -5.0% | -0.5% | -4.4% | -4.9% |
| 3M | +5.9% | -5.6% | +11.5% | +6.9% |
| 6M | +7.3% | +53.0% | -45.7% | -12.4% |
| YTD | +14.6% | +68.8% | -54.2% | -10.5% |
| 1Y | +15.6% | +105.7% | -90.1% | -17.2% |
| 3Y | +60.2% | +240.5% | -180.3% | -9.1% |
| 5Y | +65.8% | +266.8% | -200.9% | -14.1% |
| All | +71.9% | +290.2% | -218.3% | -11.1% |
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