+520.8%
APP vs SFM
+90.3%
+430.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.1% | +1.7% |
| 7D | +48.9% | -7.1% | +56.0% | +50.5% |
| 30D | +49.4% | -21.4% | +70.8% | +55.1% |
| 3M | +27.0% | -40.1% | +67.1% | +39.5% |
| 6M | -15.4% | -38.0% | +22.6% | -8.7% |
| YTD | -39.9% | -36.5% | -3.4% | -36.2% |
| 1Y | -32.0% | -35.2% | +3.2% | -28.3% |
| 3Y | +824.3% | +23.5% | +800.9% | +785.3% |
| 5Y | +252.4% | +109.7% | +142.7% | +215.5% |
| All | +520.8% | +90.3% | +430.5% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling