-100.0%
SOXS vs APH
+3,137.0%
-3,237.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.8% | -17.3% | -20.1% |
| 7D | -22.3% | +0.4% | -22.7% | -13.1% |
| 30D | +21.9% | -8.0% | +29.8% | +20.0% |
| 3M | +4.2% | -5.0% | +9.2% | +18.3% |
| 6M | -43.4% | +29.9% | -73.3% | +82.2% |
| YTD | -92.5% | +18.0% | -110.5% | -80.3% |
| 1Y | -93.5% | +11.3% | -104.8% | -84.1% |
| 3Y | -99.7% | +274.9% | -374.7% | -60.4% |
| 5Y | -99.9% | +300.6% | -400.5% | -73.2% |
| 10Y | -100.0% | +944.2% | -1,044.2% | -99.4% |
| All | -100.0% | +3,137.0% | -3,237.0% | -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