-68.3%
SOXL vs APD
+5.2%
-73.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.0% |
| 7D | +26.9% | +3.8% | +23.0% | +27.1% |
| 30D | -47.2% | +8.2% | -55.4% | -45.7% |
| 3M | -59.9% | +4.3% | -64.1% | -58.9% |
| 6M | -68.3% | +4.7% | -73.0% | -65.7% |
| All | -68.3% | +5.2% | -73.5% | -65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling