+52.9%
SOXX vs APA
+40.8%
+12.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -3.0% |
| 7D | +3.0% | +0.8% | +2.2% | +3.3% |
| 30D | -3.1% | +9.6% | -12.8% | -0.1% |
| 3M | -4.4% | +18.0% | -22.4% | +1.9% |
| 6M | +52.9% | +41.9% | +11.0% | +81.4% |
| All | +52.9% | +40.8% | +12.1% | +81.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling