-100.0%
SOXS vs APD
+168.7%
-268.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +7.2% |
| 7D | -9.4% | -3.5% | -5.9% | -14.7% |
| 30D | +6.2% | -5.1% | +11.2% | -3.5% |
| 3M | -28.0% | +6.9% | -34.9% | -20.2% |
| 6M | -99.2% | +8.1% | -107.3% | -99.1% |
| YTD | -99.5% | +21.2% | -120.7% | -99.3% |
| 1Y | -99.7% | +4.9% | -104.6% | -99.7% |
| 3Y | -100.0% | +6.3% | -106.3% | -100.0% |
| 5Y | -100.0% | +24.3% | -124.3% | -100.0% |
| All | -100.0% | +168.7% | -268.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling