+4.2%
SOXS vs APP
+22.8%
-18.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.3% | -20.5% | -18.9% |
| 7D | -22.3% | +48.9% | -71.3% | -35.8% |
| 30D | +21.9% | +49.4% | -27.6% | +3.2% |
| 3M | +4.2% | +27.0% | -22.8% | -9.9% |
| All | +4.2% | +22.8% | -18.6% | -9.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling