-99.8%
SOXS vs EME
+19.7%
-119.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.7% | -11.9% | -6.8% |
| 7D | -7.0% | +1.9% | -8.9% | -3.2% |
| 30D | +2.8% | -8.3% | +11.1% | -11.2% |
| 3M | -9.8% | -10.7% | +0.9% | -5.3% |
| 6M | -99.2% | +1.9% | -101.1% | -98.3% |
| YTD | -99.5% | +23.5% | -123.0% | -98.6% |
| 1Y | -99.8% | +18.0% | -117.7% | -99.3% |
| All | -99.8% | +19.7% | -119.5% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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