-91.6%
SOXS vs CTVA
+33.4%
-125.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +8.3% |
| 7D | +46.7% | +8.2% | +38.4% | +45.5% |
| 30D | +97.0% | -1.0% | +98.0% | +94.4% |
| 3M | +39.5% | +4.6% | +35.0% | +39.4% |
| 6M | -54.9% | +0.5% | -55.4% | -52.6% |
| YTD | -90.4% | +22.7% | -113.1% | -87.3% |
| 1Y | -91.6% | +32.0% | -123.6% | -87.4% |
| All | -91.6% | +33.4% | -125.1% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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