+500.0%
APP vs SE
-69.5%
+569.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.8% |
| 7D | +71.2% | +2.0% | +69.2% | +68.8% |
| 30D | +39.1% | -20.0% | +59.1% | +51.9% |
| 3M | +16.5% | -31.8% | +48.3% | +34.6% |
| 6M | -16.6% | -15.9% | -0.7% | -12.7% |
| YTD | -41.9% | -40.6% | -1.3% | -29.7% |
| 1Y | -37.0% | -50.7% | +13.6% | -17.5% |
| 3Y | +892.4% | +70.3% | +822.1% | +612.4% |
| 5Y | +297.3% | -78.8% | +376.1% | +512.9% |
| All | +500.0% | -69.5% | +569.5% | +601.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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