+346.6%
SOXX vs EME
-2.5%
+349.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.6% | +6.5% | +4.4% |
| 7D | +158.9% | -5.8% | +164.7% | +170.6% |
| 30D | +129.2% | -17.9% | +147.1% | +164.7% |
| 3M | +149.7% | -22.0% | +171.7% | +199.2% |
| 6M | +193.4% | -29.7% | +223.1% | +287.3% |
| YTD | +351.0% | +4.7% | +346.3% | +334.5% |
| All | +346.6% | -2.5% | +349.2% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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