-100.0%
SOXS vs APH
+3,194.1%
-3,294.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +8.2% | -30.5% | -2.3% |
| 7D | -5.1% | +1.1% | -6.2% | +9.8% |
| 30D | +60.4% | -7.5% | +67.9% | +61.0% |
| 3M | +32.7% | -4.4% | +37.1% | +53.7% |
| 6M | -36.2% | +26.5% | -62.6% | +90.9% |
| YTD | -90.9% | +20.0% | -111.0% | -74.8% |
| 1Y | -92.2% | +16.9% | -109.0% | -78.3% |
| 3Y | -99.7% | +288.5% | -388.2% | -53.2% |
| 5Y | -99.9% | +310.3% | -410.2% | -64.6% |
| 10Y | -100.0% | +951.3% | -1,051.3% | -99.3% |
| All | -100.0% | +3,194.1% | -3,294.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling