-100.0%
SOXS vs APO
+1,727.7%
-1,827.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -6.6% |
| 7D | -15.6% | +0.1% | -15.7% | -15.6% |
| 30D | +4.8% | +3.9% | +0.9% | +9.3% |
| 3M | -21.6% | +3.8% | -25.4% | -15.3% |
| 6M | -99.3% | +22.3% | -121.6% | -98.9% |
| YTD | -99.5% | -7.8% | -91.7% | -99.4% |
| 1Y | -99.8% | -0.3% | -99.4% | -99.7% |
| 3Y | -100.0% | +57.1% | -157.1% | -99.9% |
| 5Y | -100.0% | +137.0% | -237.0% | -100.0% |
| 10Y | -100.0% | +946.8% | -1,046.8% | -100.0% |
| All | -100.0% | +1,727.7% | -1,827.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling