+2,502.1%
SOXX vs EMR
+987.1%
+1,515.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.8% |
| 7D | +3.0% | -1.2% | +4.3% | +3.9% |
| 30D | -3.1% | -9.4% | +6.3% | +3.7% |
| 3M | -4.4% | +8.6% | -13.0% | -9.7% |
| 6M | +52.9% | +6.7% | +46.2% | +46.4% |
| YTD | +72.0% | +13.1% | +58.9% | +56.7% |
| 1Y | +105.1% | +12.7% | +92.4% | +86.7% |
| 3Y | +220.6% | +58.1% | +162.5% | +129.5% |
| 5Y | +244.8% | +63.6% | +181.2% | +140.6% |
| 10Y | +1,537.1% | +272.4% | +1,264.7% | +490.0% |
| All | +2,502.1% | +987.1% | +1,515.0% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling