-100.0%
SOXS vs APH
+1,046.4%
-1,146.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -3.3% |
| 7D | -16.6% | +1.6% | -18.2% | -13.0% |
| 30D | -4.4% | -3.0% | -1.4% | -10.4% |
| 3M | -26.2% | +5.7% | -32.0% | +10.0% |
| 6M | -99.3% | +20.0% | -119.2% | -94.8% |
| YTD | -99.5% | +20.8% | -120.3% | -96.6% |
| 1Y | -99.8% | +40.2% | -140.0% | -97.3% |
| 3Y | -100.0% | +288.1% | -388.1% | -89.0% |
| 5Y | -100.0% | +352.5% | -452.5% | -92.5% |
| 10Y | -100.0% | +1,062.5% | -1,162.5% | -99.7% |
| All | -100.0% | +1,046.4% | -1,146.4% | -99.7% |
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