+247.9%
SOXX vs EMR
+66.6%
+181.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | -3.6% | -6.8% | +3.2% | +1.8% |
| 3M | -10.2% | +7.5% | -17.6% | -15.3% |
| 6M | +54.2% | +9.9% | +44.4% | +43.0% |
| YTD | +75.2% | +16.0% | +59.2% | +53.2% |
| 1Y | +107.5% | +12.4% | +95.1% | +85.4% |
| 3Y | +226.8% | +60.2% | +166.5% | +115.9% |
| All | +247.9% | +66.6% | +181.2% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling