-100.0%
SOXS vs EMB
+30.3%
-130.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.9% |
| 7D | -4.7% | -1.2% | -3.6% | -10.0% |
| 30D | +7.7% | -1.3% | +9.0% | +1.4% |
| 3M | -10.2% | -1.8% | -8.4% | -15.4% |
| 6M | -99.2% | +0.2% | -99.4% | -98.7% |
| YTD | -99.5% | +0.4% | -99.9% | -99.2% |
| 1Y | -99.8% | +2.8% | -102.6% | -99.6% |
| 3Y | -100.0% | +29.1% | -129.1% | -99.9% |
| 5Y | -100.0% | +6.3% | -106.3% | -100.0% |
| All | -100.0% | +30.3% | -130.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling