-100.0%
SOXS vs APH
+926.5%
-1,026.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.7% | +12.8% | +6.5% |
| 7D | -28.4% | +4.9% | -33.3% | -16.0% |
| 30D | +19.4% | -5.4% | +24.8% | +24.5% |
| 3M | +28.2% | -5.5% | +33.6% | +43.7% |
| 6M | -37.7% | +25.9% | -63.6% | +100.3% |
| YTD | -91.6% | +16.4% | -108.0% | -78.3% |
| 1Y | -93.1% | +16.5% | -109.6% | -80.9% |
| 3Y | -99.7% | +270.9% | -370.6% | -30.8% |
| 5Y | -99.9% | +289.5% | -389.4% | -47.1% |
| All | -100.0% | +926.5% | -1,026.5% | -98.0% |
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