+313.2%
APP vs SE
-77.3%
+390.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +55.5% |
| 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% | +552.0% |
| 5Y | +313.2% | -77.1% | +390.2% | +497.5% |
| All | +313.2% | -77.3% | +390.5% | +497.5% |
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 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