-99.3%
SOXS vs CVS
+25.3%
-124.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -16.6% | -1.9% | -14.7% | -15.8% |
| 30D | -4.4% | -0.3% | -4.1% | -4.2% |
| 3M | -26.2% | -1.1% | -25.1% | -27.6% |
| 6M | -99.3% | +23.7% | -123.0% | -99.0% |
| All | -99.3% | +25.3% | -124.6% | -99.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling