-100.0%
SOXS vs EME
+3,151.3%
-3,251.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +6.8% |
| 7D | -9.4% | +0.9% | -10.4% | -7.6% |
| 30D | +6.2% | -8.4% | +14.5% | -6.0% |
| 3M | -28.0% | -3.6% | -24.4% | -13.7% |
| 6M | -99.2% | +3.6% | -102.7% | -98.3% |
| YTD | -99.5% | +22.5% | -122.0% | -98.5% |
| 1Y | -99.7% | +18.2% | -117.9% | -99.2% |
| 3Y | -100.0% | +238.4% | -338.3% | -99.4% |
| 5Y | -100.0% | +550.5% | -650.5% | -99.6% |
| 10Y | -100.0% | +1,295.3% | -1,395.3% | -100.0% |
| All | -100.0% | +3,151.3% | -3,251.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling