-100.0%
SOXS vs CMS
+140.2%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.7% | +9.4% | +12.0% |
| 7D | -28.4% | +1.7% | -30.2% | -27.8% |
| 30D | +19.4% | +6.2% | +13.2% | +22.3% |
| 3M | +28.2% | +0.6% | +27.5% | +27.0% |
| 6M | -37.7% | -1.8% | -35.9% | -40.4% |
| YTD | -91.6% | +3.8% | -95.5% | -91.7% |
| 1Y | -93.1% | -1.8% | -91.3% | -93.4% |
| 3Y | -99.7% | +39.8% | -139.5% | -99.6% |
| 5Y | -99.9% | +37.1% | -137.0% | -99.9% |
| All | -100.0% | +140.2% | -240.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling