+1,537.1%
SOXX vs APA
-2.4%
+1,539.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +1.4% | +4.6% | -3.2% | +0.6% |
| 30D | -3.6% | +11.9% | -15.5% | -5.6% |
| 3M | -10.2% | +22.5% | -32.6% | -13.9% |
| 6M | +54.2% | +37.5% | +16.7% | +42.9% |
| YTD | +75.2% | +87.2% | -11.9% | +52.3% |
| 1Y | +107.5% | +101.4% | +6.1% | +76.8% |
| 3Y | +226.8% | +16.9% | +209.9% | +198.2% |
| 5Y | +251.2% | +178.4% | +72.8% | +168.5% |
| All | +1,537.1% | -2.4% | +1,539.5% | +1,117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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