+333.0%
APP vs SFM
+230.0%
+103.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.6% | +1.6% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -23.3% | -4.4% | -18.9% | -22.8% |
| 3M | -42.6% | +1.5% | -44.2% | -43.4% |
| 6M | -33.6% | +6.5% | -40.1% | -35.9% |
| YTD | -52.4% | +2.2% | -54.6% | -53.8% |
| 1Y | -35.9% | -41.9% | +6.0% | -27.2% |
| 3Y | +642.2% | +106.8% | +535.5% | +546.9% |
| All | +333.0% | +230.0% | +103.0% | +287.4% |
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