-93.1%
SOXS vs CMS
-2.7%
-90.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.7% | +9.4% | +7.6% |
| 7D | -28.4% | +1.7% | -30.2% | -30.9% |
| 30D | +19.4% | +6.2% | +13.2% | +9.4% |
| 3M | +28.2% | +0.6% | +27.5% | +28.3% |
| 6M | -37.7% | -1.8% | -35.9% | -30.3% |
| YTD | -91.6% | +3.8% | -95.5% | -91.1% |
| 1Y | -93.1% | -1.8% | -91.3% | -92.1% |
| All | -93.1% | -2.7% | -90.4% | -92.1% |
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