-100.0%
SOXS vs AVAV
+478.0%
-578.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -5.3% |
| 7D | -16.6% | -3.2% | -13.4% | -18.3% |
| 30D | -4.4% | -25.6% | +21.2% | -19.8% |
| 3M | -26.2% | -20.2% | -6.0% | -31.3% |
| 6M | -99.3% | -38.1% | -61.2% | -99.1% |
| YTD | -99.5% | -41.8% | -57.7% | -99.4% |
| 1Y | -99.8% | -39.0% | -60.7% | -99.7% |
| 3Y | -100.0% | +24.1% | -124.1% | -99.9% |
| 5Y | -100.0% | +53.0% | -153.0% | -100.0% |
| 10Y | -100.0% | +493.8% | -593.8% | -100.0% |
| All | -100.0% | +478.0% | -578.0% | -100.0% |
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