-100.0%
SOXS vs CVS
+60.9%
-160.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.6% |
| 7D | -4.7% | -2.2% | -2.6% | -4.9% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | -10.2% | -5.2% | -4.9% | -10.7% |
| 6M | -99.2% | +26.9% | -126.1% | -99.2% |
| YTD | -99.5% | +22.1% | -121.6% | -99.5% |
| 1Y | -99.8% | +30.8% | -130.6% | -99.8% |
| 3Y | -100.0% | +54.4% | -154.4% | -100.0% |
| All | -100.0% | +60.9% | -160.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling