-100.0%
SOXS vs AVTR
-26.6%
-73.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -9.4% | -2.0% | -7.4% | -10.5% |
| 30D | +6.2% | +8.1% | -1.9% | +11.1% |
| 3M | -28.0% | +54.2% | -82.2% | -5.7% |
| 6M | -99.2% | +82.6% | -181.8% | -98.7% |
| YTD | -99.5% | +29.8% | -129.3% | -99.4% |
| 1Y | -99.7% | +18.0% | -117.8% | -99.7% |
| All | -100.0% | -26.6% | -73.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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