-100.0%
SOXS vs CVE
+170.0%
-270.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -3.3% |
| 7D | -15.6% | +0.2% | -15.8% | -15.5% |
| 30D | +4.8% | +17.5% | -12.7% | +15.9% |
| 3M | -21.6% | +16.2% | -37.8% | -14.0% |
| 6M | -99.3% | +47.8% | -147.1% | -99.5% |
| YTD | -99.5% | +98.5% | -198.0% | -99.6% |
| 1Y | -99.8% | +109.8% | -209.5% | -99.8% |
| 3Y | -100.0% | +75.5% | -175.5% | -100.0% |
| 5Y | -100.0% | +341.6% | -441.6% | -100.0% |
| 10Y | -100.0% | +159.8% | -259.8% | -100.0% |
| All | -100.0% | +170.0% | -270.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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