-100.0%
SOXS vs EMR
+284.0%
-384.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.1% | -0.3% |
| 7D | -4.7% | -0.4% | -4.3% | -5.3% |
| 30D | +7.7% | -6.8% | +14.5% | -5.4% |
| 3M | -10.2% | +7.5% | -17.6% | +14.1% |
| 6M | -99.2% | +9.9% | -109.1% | -97.4% |
| YTD | -99.5% | +16.0% | -115.5% | -98.2% |
| 1Y | -99.8% | +12.4% | -112.2% | -99.1% |
| 3Y | -100.0% | +60.2% | -160.2% | -99.8% |
| 5Y | -100.0% | +67.9% | -167.9% | -99.9% |
| All | -100.0% | +284.0% | -384.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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