-100.0%
SOXS vs CME
+76.3%
-176.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +8.2% |
| 7D | -9.4% | -2.4% | -7.0% | -8.8% |
| 30D | +6.2% | +6.2% | 0.0% | +4.6% |
| 3M | -28.0% | +4.4% | -32.4% | -29.5% |
| 6M | -99.2% | -9.6% | -89.5% | -99.2% |
| YTD | -99.5% | +3.8% | -103.3% | -99.5% |
| 1Y | -99.7% | +9.5% | -109.3% | -99.7% |
| 3Y | -100.0% | +51.9% | -151.9% | -100.0% |
| 5Y | -100.0% | +78.7% | -178.7% | -100.0% |
| All | -100.0% | +76.3% | -176.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling