+293.4%
SMH vs APP
+465.0%
-171.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.1% |
| 7D | -6.7% | +61.1% | -67.8% | -16.1% |
| 30D | -19.8% | +42.8% | -62.6% | -26.2% |
| 3M | -15.1% | +16.7% | -31.7% | -19.0% |
| 6M | -14.6% | -15.6% | +1.0% | -14.6% |
| YTD | +34.3% | -41.3% | +75.6% | +40.9% |
| 1Y | +35.2% | -39.3% | +74.5% | +40.5% |
| 3Y | +211.7% | +803.2% | -591.5% | +64.3% |
| 5Y | +240.5% | +313.2% | -72.7% | +88.5% |
| All | +293.4% | +465.0% | -171.6% | +102.6% |
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