-100.0%
SOXS vs CVX
+457.6%
-557.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | +0.6% |
| 7D | -16.6% | +1.0% | -17.5% | -15.6% |
| 30D | -4.4% | +10.7% | -15.0% | +8.8% |
| 3M | -26.2% | +15.5% | -41.7% | -16.8% |
| 6M | -99.3% | +14.9% | -114.2% | -99.9% |
| YTD | -99.5% | +44.2% | -143.7% | -99.9% |
| 1Y | -99.8% | +43.5% | -143.3% | -100.0% |
| 3Y | -100.0% | +45.0% | -144.9% | -100.0% |
| 5Y | -100.0% | +172.2% | -272.2% | -100.0% |
| 10Y | -100.0% | +221.9% | -321.9% | -100.0% |
| All | -100.0% | +457.6% | -557.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 all: compounded portfolio wealth divided by compounded CVX 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…
all analysis · Full analysis span regression · 6 months rolling