+1,537.1%
SOXX vs EME
+1,362.1%
+175.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.5% | -0.5% |
| 7D | +1.4% | +3.5% | -2.1% | -0.6% |
| 30D | -3.6% | -6.3% | +2.8% | -0.2% |
| 3M | -10.2% | -3.8% | -6.4% | -8.2% |
| 6M | +54.2% | +8.5% | +45.7% | +48.1% |
| YTD | +75.2% | +27.8% | +47.4% | +54.1% |
| 1Y | +107.5% | +22.2% | +85.3% | +84.1% |
| 3Y | +226.8% | +253.5% | -26.7% | +62.2% |
| 5Y | +251.2% | +578.6% | -327.4% | +23.8% |
| All | +1,537.1% | +1,362.1% | +175.0% | +310.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling