+52.5%
SOXX vs EMR
+25.6%
+26.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.6% | -5.0% |
| 7D | -13.7% | +1.6% | -15.3% | -14.7% |
| 30D | -23.6% | +5.0% | -28.6% | -26.2% |
| 3M | -16.9% | +7.7% | -24.5% | -21.4% |
| 6M | -2.4% | +26.8% | -29.2% | -17.1% |
| YTD | +49.8% | +29.9% | +20.0% | +20.2% |
| 1Y | +52.5% | +25.7% | +26.8% | +24.9% |
| All | +52.5% | +25.6% | +26.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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