+113.9%
SOXX vs EEM
+41.0%
+72.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +0.7% |
| 7D | +2.2% | +2.3% | -0.1% | -1.3% |
| 30D | -2.0% | +4.5% | -6.6% | -8.4% |
| 3M | -13.7% | -0.1% | -13.6% | -12.4% |
| 6M | +52.4% | +16.9% | +35.4% | +26.3% |
| YTD | +72.8% | +26.2% | +46.6% | +23.9% |
| 1Y | +113.9% | +40.5% | +73.4% | +42.8% |
| All | +113.9% | +41.0% | +72.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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