-100.0%
SOXS vs APD
+558.9%
-658.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -6.9% |
| 7D | -15.6% | -2.5% | -13.1% | -19.5% |
| 30D | +4.8% | -1.9% | +6.6% | -0.2% |
| 3M | -21.6% | +8.2% | -29.9% | -10.6% |
| 6M | -99.3% | +10.7% | -110.1% | -99.2% |
| YTD | -99.5% | +22.9% | -122.4% | -99.3% |
| 1Y | -99.8% | +5.8% | -105.6% | -99.8% |
| 3Y | -100.0% | +7.8% | -107.8% | -100.0% |
| 5Y | -100.0% | +26.1% | -126.1% | -100.0% |
| 10Y | -100.0% | +163.7% | -263.7% | -100.0% |
| All | -100.0% | +558.9% | -658.9% | -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 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