+30.2%
CMS vs SOXQ
+286.7%
-256.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | -1.9% | +0.8% | -2.7% | -1.9% |
| 30D | -4.1% | -4.6% | +0.5% | -4.2% |
| 3M | -7.1% | -10.2% | +3.1% | -7.1% |
| 6M | -10.1% | +49.7% | -59.7% | -10.3% |
| YTD | -1.7% | +67.2% | -69.0% | -2.0% |
| 1Y | -3.4% | +98.0% | -101.4% | -3.9% |
| 3Y | +31.6% | +237.2% | -205.6% | +26.0% |
| 5Y | +23.3% | +261.3% | -238.0% | +13.4% |
| All | +30.2% | +286.7% | -256.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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