+333.0%
APP vs SE
-68.6%
+401.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +0.9% | -6.1% | +7.0% | +3.6% |
| 30D | -23.3% | -2.5% | -20.8% | -23.1% |
| 3M | -42.6% | +21.7% | -64.4% | -48.1% |
| 6M | -33.6% | +27.0% | -60.6% | -41.5% |
| YTD | -52.4% | -12.1% | -40.3% | -51.0% |
| 1Y | -35.9% | -40.9% | +5.0% | -22.4% |
| 3Y | +642.2% | +191.0% | +451.2% | +321.7% |
| All | +333.0% | -68.6% | +401.6% | +435.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling