-99.8%
SOXS vs EEM
+41.0%
-140.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.8% | -12.0% | -1.1% |
| 7D | -7.0% | +2.3% | -9.3% | +5.1% |
| 30D | +2.8% | +4.5% | -1.7% | +32.3% |
| 3M | -9.8% | -0.1% | -9.8% | +40.4% |
| 6M | -99.2% | +16.9% | -116.1% | -89.5% |
| YTD | -99.5% | +26.2% | -125.7% | -89.2% |
| 1Y | -99.8% | +40.5% | -140.3% | -93.2% |
| All | -99.8% | +41.0% | -140.7% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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