+19,418.6%
SOXL vs APD
+566.8%
+18,851.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.8% | +11.5% |
| 7D | +5.3% | -2.2% | +7.5% | +9.2% |
| 30D | -11.2% | +2.1% | -13.3% | -15.8% |
| 3M | -55.4% | +7.2% | -62.5% | -62.7% |
| 6M | +107.1% | +11.2% | +95.9% | +60.3% |
| YTD | +179.0% | +24.4% | +154.6% | +70.0% |
| 1Y | +357.4% | +6.7% | +350.7% | +236.8% |
| 3Y | +397.5% | +9.2% | +388.2% | +209.6% |
| 5Y | +155.9% | +27.4% | +128.5% | +37.8% |
| 10Y | +4,301.6% | +164.8% | +4,136.8% | +626.3% |
| All | +19,418.6% | +566.8% | +18,851.8% | +395.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling