-99.8%
SOXS vs EMR
+15.3%
-115.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.1% | +0.6% |
| 7D | -4.7% | -0.4% | -4.3% | -5.4% |
| 30D | +7.7% | -6.8% | +14.5% | -7.8% |
| 3M | -10.2% | +7.5% | -17.6% | +18.4% |
| 6M | -99.2% | +9.9% | -109.1% | -97.1% |
| YTD | -99.5% | +16.0% | -115.5% | -97.8% |
| 1Y | -99.8% | +12.4% | -112.2% | -98.8% |
| All | -99.8% | +15.3% | -115.1% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling