+226.8%
SOXX vs EEM
+86.2%
+140.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | 0.0% |
| 7D | +1.4% | -1.3% | +2.6% | +3.3% |
| 30D | -3.6% | +2.1% | -5.7% | -6.4% |
| 3M | -10.2% | +1.0% | -11.2% | -10.2% |
| 6M | +54.2% | +15.9% | +38.3% | +27.8% |
| YTD | +75.2% | +24.6% | +50.6% | +30.1% |
| 1Y | +107.5% | +32.3% | +75.2% | +42.1% |
| 3Y | +226.8% | +85.9% | +140.8% | +40.9% |
| All | +226.8% | +86.2% | +140.6% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling