+298.1%
APP vs SFM
+116.0%
+182.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +61.4% |
| 3M | +30.8% | -37.0% | +67.9% | +42.7% |
| 6M | -9.8% | -41.0% | +31.2% | -0.9% |
| YTD | -39.3% | -34.6% | -4.6% | -35.8% |
| 1Y | -26.4% | -36.3% | +9.8% | -21.7% |
| 3Y | +887.9% | +24.5% | +863.4% | +836.4% |
| All | +298.1% | +116.0% | +182.1% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling