+506.6%
APP vs SE
-69.1%
+575.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | +61.1% | 0.0% | +61.1% | +60.2% |
| 30D | +42.8% | -19.4% | +62.1% | +55.6% |
| 3M | +16.7% | -33.1% | +49.8% | +36.0% |
| 6M | -15.6% | -11.4% | -4.1% | -13.6% |
| YTD | -41.3% | -39.8% | -1.5% | -29.4% |
| 1Y | -39.3% | -50.5% | +11.2% | -20.6% |
| 3Y | +803.2% | +68.9% | +734.3% | +550.6% |
| 5Y | +313.2% | -77.1% | +390.2% | +516.0% |
| All | +506.6% | -69.1% | +575.7% | +605.3% |
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