+446.2%
APP vs SE
-69.5%
+515.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.7% | +36.7% | +33.5% |
| 7D | +39.7% | -1.2% | +40.9% | +39.8% |
| 30D | +27.7% | -21.7% | +49.4% | +40.8% |
| 3M | -14.8% | -34.2% | +19.4% | +0.4% |
| 6M | -25.5% | -10.5% | -15.0% | -24.3% |
| YTD | -47.2% | -40.7% | -6.4% | -36.0% |
| 1Y | -42.3% | -52.1% | +9.8% | -23.5% |
| 3Y | +806.8% | +68.9% | +737.9% | +553.4% |
| 5Y | +261.6% | -78.9% | +340.5% | +458.2% |
| All | +446.2% | -69.5% | +515.7% | +538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling