+1,537.1%
SOXX vs CMS
+118.9%
+1,418.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +1.4% | -1.9% | +3.3% | +1.8% |
| 30D | -3.6% | -4.1% | +0.5% | -2.8% |
| 3M | -10.2% | -7.1% | -3.1% | -9.2% |
| 6M | +54.2% | -10.1% | +64.3% | +56.8% |
| YTD | +75.2% | -1.7% | +76.9% | +74.2% |
| 1Y | +107.5% | -3.4% | +110.9% | +106.7% |
| 3Y | +226.8% | +31.6% | +195.2% | +192.1% |
| 5Y | +251.2% | +23.3% | +227.9% | +216.2% |
| All | +1,537.1% | +118.9% | +1,418.2% | +1,233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling