+317.7%
SOXL vs APD
+3.9%
+313.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.1% |
| 7D | +3.9% | -3.3% | +7.1% | +3.4% |
| 30D | -14.3% | -4.2% | -10.2% | -14.7% |
| 3M | -45.6% | +5.4% | -51.1% | -46.4% |
| 6M | +117.2% | +6.3% | +110.9% | +117.2% |
| YTD | +189.8% | +20.3% | +169.5% | +199.5% |
| 1Y | +317.7% | +1.6% | +316.2% | +416.4% |
| All | +317.7% | +3.9% | +313.9% | +416.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling