-100.0%
SOXS vs AVAV
+31.0%
-131.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.7% | -3.3% |
| 7D | -15.6% | +3.2% | -18.8% | -14.1% |
| 30D | +4.8% | -20.3% | +25.1% | -6.4% |
| 3M | -21.6% | -19.4% | -2.2% | -25.3% |
| 6M | -99.3% | -35.3% | -64.1% | -99.2% |
| YTD | -99.5% | -38.5% | -61.0% | -99.4% |
| 1Y | -99.8% | -37.2% | -62.6% | -99.7% |
| 3Y | -100.0% | +31.1% | -131.1% | -100.0% |
| All | -100.0% | +31.0% | -131.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling