-100.0%
SOXS vs CMS
+120.6%
-220.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.7% |
| 7D | -9.4% | -1.3% | -8.1% | -10.1% |
| 30D | +6.2% | -2.8% | +8.9% | +4.5% |
| 3M | -28.0% | -7.1% | -20.9% | -32.1% |
| 6M | -99.2% | -10.0% | -89.1% | -99.3% |
| YTD | -99.5% | -0.9% | -98.5% | -99.5% |
| 1Y | -99.7% | -2.0% | -97.7% | -99.8% |
| 3Y | -100.0% | +33.0% | -133.0% | -100.0% |
| 5Y | -100.0% | +24.3% | -124.3% | -100.0% |
| All | -100.0% | +120.6% | -220.6% | -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