-100.0%
SOXS vs AVAV
+530.0%
-630.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.7% | -8.5% | -11.3% |
| 7D | -7.0% | -2.2% | -4.8% | -8.3% |
| 30D | +2.8% | -13.9% | +16.7% | -5.4% |
| 3M | -9.8% | -29.2% | +19.4% | -21.4% |
| 6M | -99.2% | -36.1% | -63.1% | -99.0% |
| YTD | -99.5% | -40.2% | -59.3% | -99.4% |
| 1Y | -99.8% | -36.2% | -63.6% | -99.7% |
| 3Y | -100.0% | +47.5% | -147.5% | -99.9% |
| 5Y | -100.0% | +39.3% | -139.3% | -100.0% |
| 10Y | -100.0% | +482.6% | -582.6% | -100.0% |
| All | -100.0% | +530.0% | -630.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling