-99.9%
SOXS vs CVE
+158.6%
-258.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.4% | +11.6% |
| 7D | -28.4% | +5.9% | -34.4% | -24.6% |
| 30D | +19.4% | -10.9% | +30.3% | +11.5% |
| 3M | +28.2% | -4.5% | +32.7% | +25.7% |
| 6M | -37.7% | -1.0% | -36.7% | -37.2% |
| YTD | -91.6% | +74.7% | -166.4% | -85.8% |
| 1Y | -93.1% | +65.8% | -158.9% | -88.8% |
| 3Y | -99.7% | +73.2% | -172.9% | -99.3% |
| All | -99.9% | +158.6% | -258.6% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling