-100.0%
SOXS vs CMS
+35.3%
-135.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.4% |
| 7D | -15.6% | +1.2% | -16.8% | -16.6% |
| 30D | +4.8% | -3.2% | +7.9% | +7.5% |
| 3M | -21.6% | -2.2% | -19.4% | -16.7% |
| 6M | -99.3% | -9.4% | -89.9% | -99.2% |
| YTD | -99.5% | +0.7% | -100.2% | -99.5% |
| 1Y | -99.8% | +0.4% | -100.1% | -99.8% |
| 3Y | -100.0% | +35.2% | -135.2% | -100.0% |
| All | -100.0% | +35.3% | -135.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling