+296.5%
SMH vs APP
+485.7%
-189.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.8% | +0.3% | +4.2% |
| 7D | -4.1% | +79.2% | -83.3% | -15.5% |
| 30D | -19.2% | +48.0% | -67.2% | -26.1% |
| 3M | -16.4% | +18.2% | -34.6% | -20.4% |
| 6M | -14.0% | -12.5% | -1.5% | -14.5% |
| YTD | +35.3% | -39.2% | +74.5% | +41.1% |
| 1Y | +40.4% | -33.9% | +74.3% | +43.5% |
| 3Y | +226.8% | +933.3% | -706.4% | +67.5% |
| 5Y | +232.3% | +295.9% | -63.6% | +84.4% |
| All | +296.5% | +485.7% | -189.2% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling