-99.7%
SOXS vs APH
+284.3%
-384.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +8.2% | -30.5% | -4.2% |
| 7D | -5.1% | +1.1% | -6.2% | +9.1% |
| 30D | +60.4% | -7.5% | +67.9% | +63.3% |
| 3M | +32.7% | -4.4% | +37.1% | +54.0% |
| 6M | -36.2% | +26.5% | -62.6% | +69.0% |
| YTD | -90.9% | +20.0% | -111.0% | -75.3% |
| 1Y | -92.2% | +16.9% | -109.0% | -78.7% |
| 3Y | -99.7% | +288.5% | -388.2% | -5.2% |
| All | -99.7% | +284.3% | -384.0% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling