-100.0%
SOXS vs APP
+636.9%
-736.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -6.3% |
| 7D | -15.6% | +0.1% | -15.7% | -15.5% |
| 30D | +4.8% | -10.0% | +14.8% | -0.9% |
| 3M | -21.6% | -44.6% | +23.0% | -41.3% |
| 6M | -99.3% | -37.9% | -61.5% | -99.1% |
| YTD | -99.5% | -53.7% | -45.8% | -99.4% |
| 1Y | -99.8% | -43.0% | -56.8% | -99.7% |
| 3Y | -100.0% | +640.8% | -740.7% | -99.8% |
| All | -100.0% | +636.9% | -736.9% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling