+2,557.3%
SOXX vs APH
+14,695.1%
-12,137.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.5% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | -2.7% | -3.3% | +0.6% | -0.6% |
| 3M | -7.5% | +14.0% | -21.5% | -15.9% |
| 6M | +63.5% | +24.4% | +39.1% | +37.7% |
| YTD | +75.7% | +21.4% | +54.2% | +46.1% |
| 1Y | +113.3% | +48.9% | +64.4% | +51.6% |
| 3Y | +227.4% | +290.1% | -62.7% | +14.1% |
| 5Y | +256.2% | +352.8% | -96.7% | +14.4% |
| 10Y | +1,512.5% | +1,041.3% | +471.2% | +179.4% |
| All | +2,557.3% | +14,695.1% | -12,137.8% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 all: compounded portfolio wealth divided by compounded APH 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…
all analysis · Full analysis span regression · 6 months rolling