-100.0%
SOXS vs AVAV
+441.8%
-541.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.7% | -18.9% | -17.7% |
| 7D | -22.3% | +9.9% | -32.2% | -12.7% |
| 30D | +21.9% | -5.4% | +27.3% | +27.1% |
| 3M | +4.2% | -36.5% | +40.8% | -14.9% |
| 6M | -43.4% | -25.3% | -18.1% | -43.6% |
| YTD | -92.5% | -48.6% | -44.0% | -93.8% |
| 1Y | -93.5% | -62.1% | -31.4% | -95.5% |
| 3Y | -99.7% | +2.3% | -102.0% | -99.5% |
| 5Y | -99.9% | +35.4% | -135.3% | -99.8% |
| 10Y | -100.0% | +345.1% | -445.1% | -100.0% |
| All | -100.0% | +441.8% | -541.8% | -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