+3,077.4%
SOXX vs EMB
+129.5%
+2,947.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.0% |
| 7D | +3.0% | -1.1% | +4.1% | +4.2% |
| 30D | -3.1% | -1.1% | -2.1% | -2.1% |
| 3M | -4.4% | -0.8% | -3.6% | -3.5% |
| 6M | +52.9% | -0.1% | +52.9% | +53.9% |
| YTD | +72.0% | +0.4% | +71.6% | +72.5% |
| 1Y | +105.1% | +3.3% | +101.8% | +100.7% |
| 3Y | +220.6% | +29.0% | +191.6% | +159.8% |
| 5Y | +244.8% | +6.3% | +238.5% | +227.2% |
| 10Y | +1,537.1% | +29.7% | +1,507.5% | +1,299.0% |
| All | +3,077.4% | +129.5% | +2,947.9% | +2,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling