+55.5%
SOXL vs APP
+462.4%
-406.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.7% |
| 7D | +60.3% | +10.6% | +49.8% | +53.2% |
| 30D | -48.6% | +44.6% | -93.2% | -63.7% |
| 3M | -53.9% | +29.6% | -83.5% | -65.7% |
| 6M | -62.0% | -19.8% | -42.2% | -64.5% |
| YTD | +56.0% | -41.6% | +97.6% | +63.8% |
| 1Y | +50.0% | -32.7% | +82.7% | +46.3% |
| 3Y | +223.8% | +799.0% | -575.2% | -49.9% |
| 5Y | +6.7% | +250.4% | -243.7% | -74.9% |
| All | +55.5% | +462.4% | -406.9% | -71.7% |
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