+38.4%
SOXL vs APP
+484.4%
-446.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +3.9% | -14.9% | -13.1% |
| 7D | +26.9% | +4.6% | +22.3% | +24.1% |
| 30D | -47.2% | +56.0% | -103.3% | -64.5% |
| 3M | -59.9% | +30.8% | -90.7% | -70.4% |
| 6M | -68.3% | -9.8% | -58.5% | -72.2% |
| YTD | +38.8% | -39.3% | +78.1% | +42.4% |
| 1Y | +48.8% | -26.4% | +75.2% | +37.1% |
| 3Y | +196.5% | +887.9% | -691.4% | -56.8% |
| 5Y | -5.0% | +264.1% | -269.1% | -78.2% |
| All | +38.4% | +484.4% | -446.1% | -75.4% |
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