-100.0%
SOXS vs APTV
-69.3%
-30.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -6.0% |
| 7D | -4.7% | -5.0% | +0.3% | -12.2% |
| 30D | +7.7% | -6.1% | +13.8% | -1.8% |
| 3M | -10.2% | -33.0% | +22.8% | -52.9% |
| 6M | -99.2% | -35.2% | -64.0% | -99.3% |
| YTD | -99.5% | -40.1% | -59.4% | -99.6% |
| 1Y | -99.8% | -45.6% | -54.2% | -99.8% |
| 3Y | -100.0% | -54.4% | -45.6% | -100.0% |
| All | -100.0% | -69.3% | -30.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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