+32.7%
CMS vs SOXQ
+283.8%
-251.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -0.1% |
| 7D | +0.4% | +2.3% | -2.0% | +0.4% |
| 30D | -3.6% | -2.3% | -1.3% | -3.6% |
| 3M | -1.9% | -13.8% | +11.8% | -2.0% |
| 6M | -11.0% | +48.6% | -59.6% | -11.2% |
| YTD | +0.2% | +66.0% | -65.8% | -0.1% |
| 1Y | -1.3% | +107.9% | -109.2% | -1.9% |
| 3Y | +35.9% | +224.1% | -188.2% | +30.4% |
| 5Y | +23.1% | +256.6% | -233.5% | +13.1% |
| All | +32.7% | +283.8% | -251.1% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling