+19,418.6%
SOXL vs APA
-44.2%
+19,462.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.2% | +13.1% | +11.9% |
| 7D | +5.3% | +0.5% | +4.8% | +4.6% |
| 30D | -11.2% | +23.4% | -34.6% | -23.8% |
| 3M | -55.4% | +12.7% | -68.0% | -60.4% |
| 6M | +107.1% | +39.4% | +67.7% | +47.7% |
| YTD | +179.0% | +79.0% | +100.1% | +64.1% |
| 1Y | +357.4% | +88.8% | +268.5% | +153.4% |
| 3Y | +397.5% | +6.4% | +391.1% | +300.8% |
| 5Y | +155.9% | +153.0% | +2.9% | +14.2% |
| 10Y | +4,301.6% | +7.5% | +4,294.0% | +2,047.4% |
| All | +19,418.6% | -44.2% | +19,462.7% | +23,432.8% |
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