+9,612.4%
SOXL vs APA
-36.5%
+9,648.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.6% | -12.6% | -12.0% |
| 7D | +26.9% | +8.5% | +18.3% | +20.6% |
| 30D | -47.2% | +2.8% | -50.0% | -48.1% |
| 3M | -59.9% | +21.7% | -81.6% | -65.2% |
| 6M | -68.3% | +32.6% | -100.9% | -75.4% |
| YTD | +38.8% | +103.7% | -64.9% | -25.6% |
| 1Y | +48.8% | +101.8% | -53.0% | -20.0% |
| 3Y | +196.5% | +48.1% | +148.4% | +92.7% |
| 5Y | -5.0% | +91.9% | -96.9% | -49.6% |
| 10Y | +1,914.5% | +8.4% | +1,906.2% | +954.3% |
| All | +9,612.4% | -36.5% | +9,648.8% | +10,569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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