+247.9%
SOXX vs APA
+173.2%
+74.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +1.4% | +4.6% | -3.2% | +0.5% |
| 30D | -3.6% | +11.9% | -15.5% | -5.8% |
| 3M | -10.2% | +22.5% | -32.6% | -14.4% |
| 6M | +54.2% | +37.5% | +16.7% | +40.5% |
| YTD | +75.2% | +87.2% | -11.9% | +46.7% |
| 1Y | +107.5% | +101.4% | +6.1% | +69.0% |
| 3Y | +226.8% | +16.9% | +209.9% | +186.8% |
| All | +247.9% | +173.2% | +74.7% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling