+500.0%
APP vs SAP
+86.5%
+413.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.1% | +14.0% | +13.5% |
| 7D | +71.2% | -0.7% | +71.9% | +72.1% |
| 30D | +39.1% | +11.1% | +28.0% | +26.5% |
| 3M | +16.5% | +17.0% | -0.5% | +0.4% |
| 6M | -16.6% | +34.8% | -51.4% | -38.7% |
| YTD | -41.9% | -2.2% | -39.7% | -43.0% |
| 1Y | -37.0% | -6.4% | -30.6% | -35.2% |
| 3Y | +892.4% | +75.1% | +817.3% | +399.9% |
| 5Y | +297.3% | +69.8% | +227.5% | +83.2% |
| All | +500.0% | +86.5% | +413.5% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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