+1,948.9%
SOXL vs APD
+191.9%
+1,757.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.2% |
| 7D | +26.9% | +3.8% | +23.0% | +20.5% |
| 30D | -47.2% | +8.2% | -55.4% | -53.1% |
| 3M | -59.9% | +4.3% | -64.1% | -62.9% |
| 6M | -68.3% | +4.7% | -73.0% | -72.1% |
| YTD | +38.8% | +31.5% | +7.3% | -19.4% |
| 1Y | +48.8% | +23.5% | +25.3% | -7.2% |
| 3Y | +196.5% | +29.1% | +167.4% | +51.5% |
| 5Y | -5.0% | +15.9% | -20.9% | -34.2% |
| All | +1,948.9% | +191.9% | +1,757.0% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling