+933.3%
APP vs SE
+74.2%
+859.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +3.7% |
| 7D | +79.2% | +3.3% | +75.9% | +76.1% |
| 30D | +48.0% | -18.2% | +66.1% | +58.8% |
| 3M | +18.2% | -31.3% | +49.5% | +34.1% |
| 6M | -12.5% | -10.1% | -2.4% | -11.3% |
| YTD | -39.2% | -38.9% | -0.3% | -28.5% |
| 1Y | -33.9% | -48.0% | +14.1% | -17.5% |
| 3Y | +933.3% | +78.8% | +854.5% | +864.3% |
| All | +933.3% | +74.2% | +859.1% | +864.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling