-100.0%
SOXS vs EEM
+134.8%
-234.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -3.5% |
| 7D | -16.6% | +2.0% | -18.6% | -11.0% |
| 30D | -4.4% | +5.1% | -9.4% | +14.0% |
| 3M | -26.2% | +4.6% | -30.8% | +12.8% |
| 6M | -99.3% | +17.8% | -117.0% | -94.6% |
| YTD | -99.5% | +25.8% | -125.4% | -95.5% |
| 1Y | -99.8% | +36.4% | -136.2% | -97.1% |
| 3Y | -100.0% | +90.0% | -190.0% | -99.0% |
| 5Y | -100.0% | +46.6% | -146.6% | -99.8% |
| 10Y | -100.0% | +132.3% | -232.3% | -100.0% |
| All | -100.0% | +134.8% | -234.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling