+497.9%
SOXL vs APD
+6.4%
+491.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | +18.4% | -4.6% | +22.9% | +21.9% |
| 30D | -3.2% | -4.2% | +1.0% | -0.9% |
| 3M | -37.6% | +5.0% | -42.6% | -41.0% |
| 6M | +136.1% | +8.9% | +127.1% | +116.4% |
| YTD | +199.5% | +21.9% | +177.6% | +148.4% |
| 1Y | +363.2% | +5.6% | +357.7% | +330.4% |
| All | +497.9% | +6.4% | +491.5% | +512.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling