-37.7%
SOXS vs AVAV
-29.4%
-8.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.7% | +13.8% | +8.9% |
| 7D | -28.4% | +4.2% | -32.6% | -23.9% |
| 30D | +19.4% | -2.6% | +22.0% | +27.6% |
| 3M | +28.2% | -38.0% | +66.1% | +9.9% |
| 6M | -37.7% | -27.0% | -10.7% | -32.9% |
| All | -37.7% | -29.4% | -8.3% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling