-100.0%
SOXS vs EEM
+133.3%
-233.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.8% | -0.9% |
| 7D | -4.7% | -1.3% | -3.5% | -8.6% |
| 30D | +7.7% | +2.1% | +5.7% | +19.6% |
| 3M | -10.2% | +1.0% | -11.2% | +24.6% |
| 6M | -99.2% | +15.9% | -115.1% | -92.9% |
| YTD | -99.5% | +24.6% | -124.2% | -94.0% |
| 1Y | -99.8% | +32.3% | -132.0% | -95.9% |
| 3Y | -100.0% | +85.9% | -185.9% | -98.2% |
| 5Y | -100.0% | +45.4% | -145.4% | -99.7% |
| All | -100.0% | +133.3% | -233.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling