-99.8%
SOXS vs CMS
-2.9%
-96.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.2% |
| 7D | -4.7% | -1.9% | -2.8% | -1.5% |
| 30D | +7.7% | -4.1% | +11.8% | +15.3% |
| 3M | -10.2% | -7.1% | -3.1% | +9.2% |
| 6M | -99.2% | -10.1% | -89.2% | -99.0% |
| YTD | -99.5% | -1.7% | -97.8% | -99.4% |
| 1Y | -99.8% | -3.4% | -96.4% | -99.7% |
| All | -99.8% | -2.9% | -96.9% | -99.7% |
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