+446.2%
APP vs SFM
+94.2%
+352.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.1% | +36.2% | +32.0% |
| 7D | +39.7% | +7.5% | +32.2% | +36.7% |
| 30D | +27.7% | -20.8% | +48.6% | +32.6% |
| 3M | -14.8% | -39.4% | +24.6% | -6.6% |
| 6M | -25.5% | -34.5% | +9.0% | -20.6% |
| YTD | -47.2% | -35.2% | -11.9% | -44.0% |
| 1Y | -42.3% | -35.3% | -7.0% | -39.0% |
| 3Y | +806.8% | +23.9% | +782.9% | +769.0% |
| 5Y | +261.6% | +113.8% | +147.8% | +222.9% |
| All | +446.2% | +94.2% | +352.0% | +386.9% |
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