-100.0%
SOXS vs APA
+11.9%
-111.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.8% |
| 7D | -9.4% | +0.8% | -10.2% | -9.2% |
| 30D | +6.2% | +9.6% | -3.5% | +10.0% |
| 3M | -28.0% | +18.0% | -46.0% | -25.0% |
| 6M | -99.2% | +41.9% | -141.1% | -99.3% |
| YTD | -99.5% | +86.3% | -185.8% | -99.5% |
| 1Y | -99.7% | +97.9% | -197.6% | -99.7% |
| All | -100.0% | +11.9% | -111.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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