-91.6%
SOXS vs CMG
+12.0%
-103.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +2.9% | +7.7% |
| 7D | +46.7% | +22.5% | +24.1% | +42.5% |
| 30D | +97.0% | +14.1% | +82.9% | +92.6% |
| 3M | +39.5% | +4.1% | +35.5% | +38.5% |
| 6M | -54.9% | +10.1% | -65.0% | -55.4% |
| YTD | -90.4% | -4.9% | -85.5% | -90.9% |
| 1Y | -91.6% | +10.9% | -102.5% | -91.1% |
| All | -91.6% | +12.0% | -103.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling