+5,168.7%
SOXX vs EEM
+837.1%
+4,331.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.1% |
| 7D | +3.0% | -0.7% | +3.7% | +3.6% |
| 30D | -3.1% | +2.4% | -5.5% | -4.8% |
| 3M | -4.4% | +4.2% | -8.6% | -6.0% |
| 6M | +52.9% | +14.8% | +38.1% | +40.9% |
| YTD | +72.0% | +23.1% | +48.9% | +50.7% |
| 1Y | +105.1% | +32.5% | +72.6% | +70.8% |
| 3Y | +220.6% | +85.9% | +134.7% | +112.4% |
| 5Y | +244.8% | +43.6% | +201.2% | +180.1% |
| 10Y | +1,537.1% | +127.2% | +1,409.9% | +909.6% |
| All | +5,168.7% | +837.1% | +4,331.6% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling