+52.5%
SOXX vs EMB
+0.7%
+51.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -6.2% |
| 7D | -13.7% | +0.7% | -14.4% | -15.6% |
| 30D | -23.6% | +2.3% | -25.9% | -29.4% |
| 3M | -16.9% | -2.5% | -14.4% | -8.4% |
| 6M | -2.4% | -1.1% | -1.3% | +3.8% |
| YTD | +49.8% | -0.6% | +50.4% | +58.5% |
| 1Y | +52.5% | +0.6% | +51.9% | +54.3% |
| All | +52.5% | +0.7% | +51.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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