-91.6%
SOXS vs EMB
+0.7%
-92.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +18.0% |
| 7D | +46.7% | +0.7% | +45.9% | +54.6% |
| 30D | +97.0% | +2.3% | +94.6% | +140.9% |
| 3M | +39.5% | -2.5% | +42.0% | +0.2% |
| 6M | -54.9% | -1.1% | -53.8% | -57.4% |
| YTD | -90.4% | -0.6% | -89.8% | -90.0% |
| 1Y | -91.6% | +0.6% | -92.3% | -89.9% |
| All | -91.6% | +0.7% | -92.3% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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