+2,180.9%
SOXL vs AVAV
+360.4%
+1,820.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.7% | +17.1% | +17.3% |
| 7D | -1.0% | +9.9% | -10.8% | -2.8% |
| 30D | -48.6% | -5.4% | -43.2% | -44.1% |
| 3M | -50.3% | -36.5% | -13.8% | -32.2% |
| 6M | -65.3% | -25.3% | -40.0% | -58.6% |
| YTD | +57.2% | -48.6% | +105.8% | +113.2% |
| 1Y | +58.0% | -62.1% | +120.1% | +160.4% |
| 3Y | +226.2% | +2.3% | +223.9% | +154.4% |
| 5Y | +10.5% | +35.4% | -24.9% | -35.2% |
| 10Y | +2,180.9% | +345.1% | +1,835.8% | +645.9% |
| All | +2,180.9% | +360.4% | +1,820.5% | +645.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling