-99.8%
SOXS vs CVS
+32.3%
-132.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | -4.7% | -2.2% | -2.6% | -4.4% |
| 30D | +7.7% | -0.1% | +7.8% | +7.8% |
| 3M | -10.2% | -5.2% | -4.9% | -9.8% |
| 6M | -99.2% | +26.9% | -126.1% | -99.1% |
| YTD | -99.5% | +22.1% | -121.6% | -99.5% |
| 1Y | -99.8% | +30.8% | -130.6% | -99.7% |
| All | -99.8% | +32.3% | -132.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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