+216.7%
SMH vs APP
+296.6%
-79.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.9% | -6.2% | +1.8% |
| 7D | -11.2% | +71.2% | -82.4% | -21.3% |
| 30D | -25.8% | +39.1% | -64.9% | -31.4% |
| 3M | -18.8% | +16.5% | -35.4% | -22.6% |
| 6M | -15.6% | -16.6% | +0.9% | -15.5% |
| YTD | +28.8% | -41.9% | +70.8% | +35.6% |
| 1Y | +32.6% | -37.0% | +69.6% | +36.8% |
| 3Y | +213.6% | +892.4% | -678.8% | +55.4% |
| All | +216.7% | +296.6% | -79.8% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling