+113.9%
SOXX vs CME
+8.4%
+105.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.3% |
| 7D | +2.2% | -1.6% | +3.8% | +1.2% |
| 30D | -2.0% | +6.2% | -8.3% | +2.0% |
| 3M | -13.7% | +10.4% | -24.1% | -6.2% |
| 6M | +52.4% | -9.5% | +61.9% | +51.4% |
| YTD | +72.8% | +6.0% | +66.8% | +84.2% |
| 1Y | +113.9% | +9.3% | +104.6% | +135.8% |
| All | +113.9% | +8.4% | +105.5% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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