-100.0%
SOXS vs EMB
+94.3%
-194.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.2% | +11.3% | +10.1% |
| 7D | -28.4% | -0.9% | -27.5% | -30.6% |
| 30D | +19.4% | +0.4% | +19.1% | +22.1% |
| 3M | +28.2% | -3.1% | +31.3% | +13.2% |
| 6M | -37.7% | -2.1% | -35.6% | -38.9% |
| YTD | -91.6% | -1.1% | -90.5% | -90.9% |
| 1Y | -93.1% | -0.1% | -93.0% | -92.1% |
| 3Y | -99.7% | +29.6% | -129.3% | -98.7% |
| 5Y | -99.9% | +7.2% | -107.1% | -99.8% |
| 10Y | -100.0% | +35.5% | -135.5% | -100.0% |
| All | -100.0% | +94.3% | -194.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling