-91.6%
SOXS vs CMI
+10.9%
-102.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.8% | +14.5% | -5.6% |
| 7D | +46.7% | -11.2% | +57.9% | +11.6% |
| 30D | +97.0% | -9.8% | +106.8% | +58.2% |
| 3M | +39.5% | -25.5% | +65.1% | -27.6% |
| 6M | -54.9% | -27.7% | -27.3% | -71.0% |
| YTD | -90.4% | -6.6% | -83.8% | -87.3% |
| 1Y | -91.6% | +11.7% | -103.3% | -85.1% |
| All | -91.6% | +10.9% | -102.5% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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