-100.0%
SOXS vs APH
+959.3%
-1,059.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | -2.1% |
| 7D | +3.2% | -5.0% | +8.2% | +1.6% |
| 30D | +61.0% | -8.4% | +69.3% | +56.6% |
| 3M | +24.0% | -4.5% | +28.5% | +42.7% |
| 6M | -35.9% | +25.3% | -61.2% | +96.9% |
| YTD | -90.9% | +18.9% | -109.8% | -74.9% |
| 1Y | -91.5% | +11.9% | -103.4% | -79.0% |
| 3Y | -99.7% | +278.0% | -377.6% | -18.5% |
| 5Y | -99.9% | +306.4% | -406.4% | -40.9% |
| All | -100.0% | +959.3% | -1,059.3% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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