+1,537.1%
SOXX vs APD
+166.7%
+1,370.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.3% |
| 7D | +1.4% | -3.3% | +4.7% | +3.2% |
| 30D | -3.6% | -4.2% | +0.6% | -1.5% |
| 3M | -10.2% | +5.4% | -15.6% | -13.6% |
| 6M | +54.2% | +6.3% | +48.0% | +47.2% |
| YTD | +75.2% | +20.3% | +54.9% | +54.9% |
| 1Y | +107.5% | +1.6% | +105.9% | +100.0% |
| 3Y | +226.8% | +4.0% | +222.8% | +199.5% |
| 5Y | +251.2% | +23.3% | +227.9% | +181.3% |
| All | +1,537.1% | +166.7% | +1,370.5% | +662.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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