-71.6%
APTV vs SOXQ
+290.2%
-361.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | -1.2% | +5.2% | -6.4% | -3.8% |
| 30D | -10.6% | -0.5% | -10.1% | -10.7% |
| 3M | -35.0% | -5.6% | -29.4% | -35.0% |
| 6M | -38.9% | +53.0% | -91.9% | -54.3% |
| YTD | -41.5% | +68.8% | -110.3% | -59.0% |
| 1Y | -45.8% | +105.7% | -151.6% | -66.7% |
| 3Y | -55.7% | +240.5% | -296.2% | -82.3% |
| 5Y | -70.1% | +266.8% | -336.9% | -89.2% |
| All | -71.6% | +290.2% | -361.8% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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