-100.0%
SOXS vs APLD
+502.3%
-602.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.4% | -12.2% | -2.8% |
| 7D | -15.6% | +16.6% | -32.1% | -11.7% |
| 30D | +4.8% | -3.1% | +7.9% | +5.4% |
| 3M | -21.6% | -30.9% | +9.2% | -21.9% |
| 6M | -99.3% | +12.6% | -111.9% | -99.2% |
| YTD | -99.5% | +15.5% | -115.0% | -99.4% |
| 1Y | -99.8% | +103.5% | -203.3% | -99.7% |
| 3Y | -100.0% | +446.5% | -546.5% | -100.0% |
| All | -100.0% | +502.3% | -602.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling