+272.2%
SOXX vs APP
+345.7%
-73.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.2% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -2.7% | -10.0% | +7.3% | -0.8% |
| 3M | -7.5% | -44.6% | +37.2% | +2.6% |
| 6M | +63.5% | -37.9% | +101.4% | +75.1% |
| YTD | +75.7% | -53.7% | +129.3% | +95.9% |
| 1Y | +113.3% | -43.0% | +156.3% | +125.8% |
| 3Y | +227.4% | +640.8% | -413.4% | +80.5% |
| 5Y | +256.2% | +358.8% | -102.7% | +101.6% |
| All | +272.2% | +345.7% | -73.6% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling