-91.6%
SOXS vs CMS
+1.4%
-93.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +5.9% |
| 7D | +46.7% | +4.1% | +42.6% | +37.0% |
| 30D | +97.0% | +10.9% | +86.1% | +70.0% |
| 3M | +39.5% | -0.2% | +39.8% | +40.7% |
| 6M | -54.9% | -4.7% | -50.2% | -49.4% |
| YTD | -90.4% | +3.9% | -94.3% | -89.6% |
| 1Y | -91.6% | +0.4% | -92.0% | -90.8% |
| All | -91.6% | +1.4% | -93.0% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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