+247.9%
SOXX vs EMB
+6.3%
+241.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +2.0% |
| 7D | +1.4% | -1.2% | +2.6% | +3.6% |
| 30D | -3.6% | -1.3% | -2.3% | -1.4% |
| 3M | -10.2% | -1.8% | -8.4% | -7.1% |
| 6M | +54.2% | +0.2% | +54.0% | +55.3% |
| YTD | +75.2% | +0.4% | +74.8% | +76.2% |
| 1Y | +107.5% | +2.8% | +104.7% | +101.0% |
| 3Y | +226.8% | +29.1% | +197.6% | +126.3% |
| All | +247.9% | +6.3% | +241.5% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling