-100.0%
SOXS vs CME
+903.0%
-1,003.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +11.9% |
| 7D | -28.4% | +3.9% | -32.4% | -25.3% |
| 30D | +19.4% | +11.3% | +8.1% | +31.1% |
| 3M | +28.2% | +19.6% | +8.6% | +49.4% |
| 6M | -37.7% | +8.1% | -45.8% | -41.0% |
| YTD | -91.6% | +20.4% | -112.0% | -91.2% |
| 1Y | -93.1% | +16.5% | -109.6% | -93.0% |
| 3Y | -99.7% | +66.4% | -166.2% | -99.6% |
| 5Y | -99.9% | +74.5% | -174.4% | -99.9% |
| 10Y | -100.0% | +308.5% | -408.5% | -100.0% |
| All | -100.0% | +903.0% | -1,003.0% | -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