-100.0%
SOXS vs CMI
+150.2%
-250.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -2.6% |
| 7D | -4.7% | -0.7% | -4.0% | -6.2% |
| 30D | +7.7% | -12.4% | +20.1% | -19.4% |
| 3M | -10.2% | -14.8% | +4.6% | -26.3% |
| 6M | -99.2% | +0.8% | -100.0% | -97.0% |
| YTD | -99.5% | +10.2% | -109.7% | -97.7% |
| 1Y | -99.8% | +37.4% | -137.2% | -98.0% |
| 3Y | -100.0% | +153.3% | -253.3% | -99.4% |
| All | -100.0% | +150.2% | -250.2% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling