-93.1%
SOXS vs CMS
-4.6%
-88.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +2.0% |
| 7D | -43.7% | -1.3% | -42.4% | -42.2% |
| 30D | +22.2% | +5.3% | +16.9% | +14.6% |
| 3M | +13.0% | -0.3% | +13.3% | +15.2% |
| 6M | -47.7% | -4.0% | -43.6% | -39.7% |
| YTD | -92.5% | +2.1% | -94.6% | -91.5% |
| 1Y | -93.1% | -4.7% | -88.4% | -92.2% |
| All | -93.1% | -4.6% | -88.5% | -92.2% |
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