+1,537.1%
SOXX vs CMG
+327.5%
+1,209.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -2.1% | +3.4% | +2.1% |
| 30D | -3.6% | +10.9% | -14.5% | -7.4% |
| 3M | -10.2% | +15.8% | -26.0% | -16.4% |
| 6M | +54.2% | +6.9% | +47.3% | +46.7% |
| YTD | +75.2% | -2.2% | +77.4% | +71.8% |
| 1Y | +107.5% | -7.1% | +114.6% | +104.6% |
| 3Y | +226.8% | -7.1% | +233.9% | +215.3% |
| 5Y | +251.2% | -4.8% | +256.0% | +226.5% |
| All | +1,537.1% | +327.5% | +1,209.6% | +954.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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