+174.5%
SOXL vs APP
+349.3%
-174.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +3.1% | -11.1% | -9.8% |
| 7D | +8.5% | +0.3% | +8.2% | +8.0% |
| 30D | -13.0% | -1.3% | -11.6% | -12.8% |
| 3M | -35.9% | -36.2% | +0.3% | -19.8% |
| 6M | +112.1% | -34.1% | +146.2% | +150.9% |
| YTD | +175.4% | -53.3% | +228.7% | +280.5% |
| 1Y | +304.9% | -44.5% | +349.4% | +398.7% |
| 3Y | +448.6% | +646.7% | -198.1% | +9.3% |
| 5Y | +156.1% | +306.4% | -150.3% | -29.9% |
| All | +174.5% | +349.3% | -174.8% | -34.3% |
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