+308.1%
SMH vs APP
+462.4%
-154.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | +12.1% | +10.6% | +1.5% | +10.0% |
| 30D | -14.7% | +44.6% | -59.3% | -21.6% |
| 3M | -14.2% | +29.6% | -43.8% | -19.7% |
| 6M | -10.6% | -19.8% | +9.2% | -9.6% |
| YTD | +39.3% | -41.6% | +80.9% | +46.3% |
| 1Y | +41.6% | -32.7% | +74.2% | +44.1% |
| 3Y | +223.4% | +799.0% | -575.7% | +70.6% |
| 5Y | +243.5% | +250.4% | -6.9% | +94.2% |
| All | +308.1% | +462.4% | -154.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling