+1,537.1%
SOXX vs CME
+282.4%
+1,254.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | -3.6% | +5.6% | -9.2% | -5.0% |
| 3M | -10.2% | +5.6% | -15.7% | -11.8% |
| 6M | +54.2% | -8.3% | +62.5% | +56.7% |
| YTD | +75.2% | +4.3% | +70.9% | +70.2% |
| 1Y | +107.5% | +9.1% | +98.4% | +97.8% |
| 3Y | +226.8% | +52.1% | +174.7% | +165.4% |
| 5Y | +251.2% | +79.7% | +171.6% | +162.3% |
| All | +1,537.1% | +282.4% | +1,254.7% | +975.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling