+241.5%
SOXX vs APP
+305.5%
-64.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.4% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -3.1% | -1.3% | -1.8% | -3.0% |
| 3M | -4.4% | -36.2% | +31.8% | +3.3% |
| 6M | +52.9% | -34.1% | +87.0% | +62.1% |
| YTD | +72.0% | -53.3% | +125.3% | +92.2% |
| 1Y | +105.1% | -44.5% | +149.7% | +118.7% |
| 3Y | +220.6% | +646.7% | -426.0% | +69.9% |
| All | +241.5% | +305.5% | -64.0% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling