-45.3%
APP vs SFM
-47.5%
+2.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -2.3% |
| 7D | -4.4% | -7.2% | +2.8% | -4.4% |
| 30D | -10.0% | -14.3% | +4.3% | -10.2% |
| 3M | -41.4% | -13.7% | -27.7% | -41.6% |
| 6M | -41.0% | -6.0% | -35.0% | -41.4% |
| YTD | -54.7% | -8.2% | -46.5% | -54.2% |
| 1Y | -45.3% | -46.2% | +0.9% | -27.0% |
| All | -45.3% | -47.5% | +2.2% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling