-99.9%
SOXS vs APP
+262.0%
-362.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.9% | +7.2% | +13.2% |
| 7D | -28.4% | +4.6% | -33.0% | -26.0% |
| 30D | +19.4% | +56.0% | -36.6% | +53.5% |
| 3M | +28.2% | +30.8% | -2.7% | +49.4% |
| 6M | -37.7% | -9.8% | -27.9% | -39.0% |
| YTD | -91.6% | -39.3% | -52.3% | -93.1% |
| 1Y | -93.1% | -26.4% | -66.6% | -93.3% |
| 3Y | -99.7% | +887.9% | -987.6% | -96.6% |
| All | -99.9% | +262.0% | -362.0% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling