-100.0%
SOXS vs APLD
+477.4%
-577.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -3.0% |
| 7D | -16.6% | +9.0% | -25.5% | -14.4% |
| 30D | -4.4% | -6.6% | +2.2% | -4.8% |
| 3M | -26.2% | -35.2% | +9.0% | -27.7% |
| 6M | -99.3% | +0.4% | -99.7% | -99.2% |
| YTD | -99.5% | +10.7% | -110.2% | -99.4% |
| 1Y | -99.8% | +78.6% | -178.3% | -99.7% |
| 3Y | -100.0% | +423.9% | -523.9% | -100.0% |
| All | -100.0% | +477.4% | -577.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded APLD 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling