-100.0%
SOXS vs CME
+282.4%
-382.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.2% |
| 7D | -4.7% | -1.6% | -3.2% | -5.9% |
| 30D | +7.7% | +5.6% | +2.1% | +11.9% |
| 3M | -10.2% | +5.6% | -15.7% | -9.9% |
| 6M | -99.2% | -8.3% | -90.9% | -99.6% |
| YTD | -99.5% | +4.3% | -103.9% | -99.8% |
| 1Y | -99.8% | +9.1% | -108.8% | -99.9% |
| 3Y | -100.0% | +52.1% | -152.0% | -100.0% |
| 5Y | -100.0% | +79.7% | -179.7% | -100.0% |
| All | -100.0% | +282.4% | -382.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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