+52.5%
SOXX vs APP
-56.9%
+109.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.7% | -13.8% | -4.6% |
| 7D | -13.7% | +4.5% | -18.2% | -14.3% |
| 30D | -23.6% | -3.6% | -20.0% | -23.3% |
| 3M | -16.9% | -35.3% | +18.4% | -12.5% |
| 6M | -2.4% | -42.8% | +40.4% | +3.8% |
| YTD | +49.8% | -59.7% | +109.5% | +69.2% |
| 1Y | +52.5% | -55.4% | +107.9% | +63.0% |
| All | +52.5% | -56.9% | +109.4% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 1y: compounded portfolio wealth divided by compounded APP 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…
1y analysis · Full analysis span regression · 6 months rolling