-4.4%
SOXX vs EEM
+3.1%
-7.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | +1.2% |
| 7D | +3.0% | -0.7% | +3.7% | +4.3% |
| 30D | -3.1% | +2.4% | -5.5% | -7.4% |
| 3M | -4.4% | +4.2% | -8.6% | -10.5% |
| All | -4.4% | +3.1% | -7.5% | -10.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling