+247.9%
SOXX vs EME
+575.5%
-327.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.5% | -0.8% |
| 7D | +1.4% | +3.5% | -2.1% | -0.9% |
| 30D | -3.6% | -6.3% | +2.8% | +0.3% |
| 3M | -10.2% | -3.8% | -6.4% | -8.0% |
| 6M | +54.2% | +8.5% | +45.7% | +47.2% |
| YTD | +75.2% | +27.8% | +47.4% | +51.5% |
| 1Y | +107.5% | +22.2% | +85.3% | +80.2% |
| 3Y | +226.8% | +253.5% | -26.7% | +40.0% |
| All | +247.9% | +575.5% | -327.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling