-100.0%
SOXS vs APP
+349.3%
-449.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.1% | +5.0% | +9.9% |
| 7D | -9.4% | +0.3% | -9.7% | -9.3% |
| 30D | +6.2% | -1.3% | +7.5% | +5.4% |
| 3M | -28.0% | -36.2% | +8.2% | -43.1% |
| 6M | -99.2% | -34.1% | -65.1% | -98.9% |
| YTD | -99.5% | -53.3% | -46.2% | -99.4% |
| 1Y | -99.7% | -44.5% | -55.2% | -99.6% |
| 3Y | -100.0% | +646.7% | -746.6% | -99.7% |
| 5Y | -100.0% | +306.4% | -406.4% | -99.9% |
| All | -100.0% | +349.3% | -449.3% | -99.9% |
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 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