+500.0%
APP vs SFM
+84.8%
+415.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.8% | +14.7% | +10.8% |
| 7D | +71.2% | -1.2% | +72.4% | +70.3% |
| 30D | +39.1% | -24.8% | +63.8% | +45.6% |
| 3M | +16.5% | -43.7% | +60.2% | +29.6% |
| 6M | -16.6% | -37.3% | +20.7% | -10.4% |
| YTD | -41.9% | -38.4% | -3.6% | -38.0% |
| 1Y | -37.0% | -36.9% | -0.1% | -33.4% |
| 3Y | +892.4% | +20.7% | +871.8% | +854.3% |
| 5Y | +297.3% | +103.5% | +193.8% | +257.6% |
| All | +500.0% | +84.8% | +415.2% | +439.3% |
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