-100.0%
SOXS vs EMR
+394.7%
-494.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -5.8% |
| 7D | -15.6% | +3.1% | -18.6% | -10.0% |
| 30D | +4.8% | -3.5% | +8.3% | -1.8% |
| 3M | -21.6% | +9.8% | -31.4% | +6.0% |
| 6M | -99.3% | +10.8% | -110.1% | -97.8% |
| YTD | -99.5% | +15.9% | -115.5% | -98.2% |
| 1Y | -99.8% | +16.4% | -116.2% | -99.1% |
| 3Y | -100.0% | +62.1% | -162.1% | -99.8% |
| 5Y | -100.0% | +62.9% | -162.9% | -99.9% |
| 10Y | -100.0% | +267.8% | -367.8% | -100.0% |
| All | -100.0% | +394.7% | -494.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling