+328.5%
SMH vs APP
+313.3%
+15.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.2% |
| 7D | +2.5% | +0.9% | +1.6% | +2.3% |
| 30D | -0.5% | -23.3% | +22.8% | +4.3% |
| 3M | -9.6% | -42.6% | +33.0% | -0.1% |
| 6M | +42.1% | -33.6% | +75.7% | +50.4% |
| YTD | +57.4% | -52.4% | +109.9% | +75.3% |
| 1Y | +96.2% | -35.9% | +132.1% | +102.5% |
| 3Y | +267.9% | +642.2% | -374.3% | +97.4% |
| All | +328.5% | +313.3% | +15.3% | +144.5% |
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