-100.0%
SOXS vs CVS
+33.7%
-133.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.1% |
| 7D | -9.4% | -2.0% | -7.5% | -10.1% |
| 30D | +6.2% | +1.9% | +4.2% | +6.7% |
| 3M | -28.0% | -2.2% | -25.8% | -28.6% |
| 6M | -99.2% | +26.7% | -125.9% | -99.3% |
| YTD | -99.5% | +22.9% | -122.4% | -99.5% |
| 1Y | -99.7% | +32.9% | -132.7% | -99.8% |
| 3Y | -100.0% | +62.3% | -162.3% | -100.0% |
| All | -100.0% | +33.7% | -133.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling