-99.9%
SOXS vs CMS
+34.1%
-134.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.2% | -17.9% | -18.1% |
| 7D | -22.3% | -1.1% | -21.2% | -22.1% |
| 30D | +21.9% | +6.6% | +15.3% | +21.0% |
| 3M | +4.2% | +0.8% | +3.4% | +4.1% |
| 6M | -43.4% | -3.3% | -40.1% | -42.9% |
| YTD | -92.5% | +2.7% | -95.3% | -92.4% |
| 1Y | -93.5% | -4.0% | -89.5% | -93.4% |
| 3Y | -99.7% | +37.6% | -137.3% | -99.7% |
| 5Y | -99.9% | +35.4% | -135.4% | -99.9% |
| All | -99.9% | +34.1% | -134.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling