-100.0%
SOXS vs CMI
+1,251.1%
-1,351.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +8.9% | +6.5% |
| 7D | -9.4% | +0.8% | -10.2% | -7.5% |
| 30D | +6.2% | -12.8% | +18.9% | -15.2% |
| 3M | -28.0% | -12.4% | -15.6% | -32.5% |
| 6M | -99.2% | -0.9% | -98.3% | -97.4% |
| YTD | -99.5% | +8.9% | -108.4% | -98.0% |
| 1Y | -99.7% | +37.7% | -137.5% | -98.4% |
| 3Y | -100.0% | +148.9% | -248.8% | -99.5% |
| 5Y | -100.0% | +164.4% | -264.4% | -99.9% |
| 10Y | -100.0% | +506.9% | -606.9% | -100.0% |
| All | -100.0% | +1,251.1% | -1,351.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling