+877.5%
APP vs SFM
+23.6%
+853.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.1% | +1.7% |
| 7D | +48.9% | -7.1% | +56.0% | +50.4% |
| 30D | +49.4% | -21.4% | +70.8% | +55.2% |
| 3M | +27.0% | -40.1% | +67.1% | +40.1% |
| 6M | -15.4% | -38.0% | +22.6% | -8.5% |
| YTD | -39.9% | -36.5% | -3.4% | -36.0% |
| 1Y | -32.0% | -35.2% | +3.2% | -28.4% |
| All | +877.5% | +23.6% | +853.8% | +957.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling