-100.0%
SOXS vs AVTR
+1.1%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -4.3% |
| 7D | -16.6% | +1.6% | -18.1% | -15.4% |
| 30D | -4.4% | +8.4% | -12.7% | +3.8% |
| 3M | -26.2% | +50.2% | -76.4% | +9.4% |
| 6M | -99.3% | +82.6% | -181.8% | -98.5% |
| YTD | -99.5% | +29.8% | -129.4% | -99.3% |
| 1Y | -99.8% | +16.0% | -115.8% | -99.7% |
| 3Y | -100.0% | -26.4% | -73.5% | -100.0% |
| 5Y | -100.0% | -64.5% | -35.5% | -100.0% |
| All | -100.0% | +1.1% | -101.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling