-100.0%
SOXS vs APO
+128.1%
-228.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.4% | +4.4% |
| 7D | -9.4% | -4.9% | -4.5% | -16.4% |
| 30D | +6.2% | -8.4% | +14.6% | -8.2% |
| 3M | -28.0% | -2.1% | -26.0% | -28.0% |
| 6M | -99.2% | +19.2% | -118.4% | -98.5% |
| YTD | -99.5% | -10.5% | -89.0% | -99.4% |
| 1Y | -99.7% | -2.7% | -97.0% | -99.7% |
| 3Y | -100.0% | +52.5% | -152.5% | -99.9% |
| 5Y | -100.0% | +132.1% | -232.1% | -99.9% |
| All | -100.0% | +128.1% | -228.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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