+4,671.5%
SOXL vs APD
+168.7%
+4,502.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.2% |
| 7D | +8.5% | -3.5% | +11.9% | +14.3% |
| 30D | -13.0% | -5.1% | -7.9% | -7.0% |
| 3M | -35.9% | +6.9% | -42.8% | -45.3% |
| 6M | +112.1% | +8.1% | +104.0% | +75.0% |
| YTD | +175.4% | +21.2% | +154.2% | +82.1% |
| 1Y | +304.9% | +4.9% | +300.0% | +216.8% |
| 3Y | +448.6% | +6.3% | +442.3% | +281.3% |
| 5Y | +156.1% | +24.3% | +131.8% | +51.8% |
| All | +4,671.5% | +168.7% | +4,502.8% | +811.2% |
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