+107.5%
SOXX vs CME
+9.8%
+97.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +2.2% |
| 7D | +1.4% | -1.6% | +3.0% | +0.4% |
| 30D | -3.6% | +5.6% | -9.2% | 0.0% |
| 3M | -10.2% | +5.6% | -15.7% | -5.1% |
| 6M | +54.2% | -8.3% | +62.5% | +53.4% |
| YTD | +75.2% | +4.3% | +70.9% | +84.8% |
| 1Y | +107.5% | +9.1% | +98.4% | +130.0% |
| All | +107.5% | +9.8% | +97.7% | +130.0% |
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