-100.0%
SOXS vs EME
+1,362.1%
-1,462.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.3% | -9.9% | +1.6% |
| 7D | -4.7% | +3.5% | -8.3% | +1.3% |
| 30D | +7.7% | -6.3% | +14.1% | -0.9% |
| 3M | -10.2% | -3.8% | -6.4% | +5.6% |
| 6M | -99.2% | +8.5% | -107.7% | -98.2% |
| YTD | -99.5% | +27.8% | -127.3% | -98.5% |
| 1Y | -99.8% | +22.2% | -122.0% | -99.2% |
| 3Y | -100.0% | +253.5% | -353.5% | -99.4% |
| 5Y | -100.0% | +578.6% | -678.6% | -99.6% |
| All | -100.0% | +1,362.1% | -1,462.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling