+391.7%
APP vs SE
-54.8%
+446.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +320.0% |
| 5Y | +311.1% | -68.3% | +379.4% | +435.9% |
| All | +391.7% | -54.8% | +446.5% | +389.3% |
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 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