+527.5%
APP vs SFM
+96.0%
+431.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.7% |
| 7D | +4.6% | +6.0% | -1.5% | +3.4% |
| 30D | +56.0% | -19.5% | +75.5% | +61.3% |
| 3M | +30.8% | -37.0% | +67.9% | +42.3% |
| 6M | -9.8% | -41.0% | +31.2% | -1.2% |
| YTD | -39.3% | -34.6% | -4.6% | -35.9% |
| 1Y | -26.4% | -36.3% | +9.8% | -21.9% |
| 3Y | +887.9% | +24.5% | +863.4% | +845.3% |
| 5Y | +264.1% | +115.9% | +148.2% | +224.1% |
| All | +527.5% | +96.0% | +431.5% | +457.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling