-100.0%
SOXS vs CME
+773.5%
-873.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -6.0% |
| 7D | -15.6% | -2.9% | -12.7% | -18.2% |
| 30D | +4.8% | +5.5% | -0.8% | +10.4% |
| 3M | -21.6% | +11.0% | -32.6% | -17.1% |
| 6M | -99.3% | -9.7% | -89.6% | -99.8% |
| YTD | -99.5% | +4.9% | -104.4% | -99.8% |
| 1Y | -99.8% | +10.1% | -109.9% | -99.9% |
| 3Y | -100.0% | +53.5% | -153.5% | -100.0% |
| 5Y | -100.0% | +77.2% | -177.2% | -100.0% |
| 10Y | -100.0% | +282.1% | -382.1% | -100.0% |
| All | -100.0% | +773.5% | -873.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling