+500.0%
APP vs SGI
+72.2%
+427.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -5.5% | +15.3% | +13.3% |
| 7D | +71.2% | +1.0% | +70.3% | +68.4% |
| 30D | +39.1% | +3.9% | +35.2% | +34.1% |
| 3M | +16.5% | -0.8% | +17.4% | +15.2% |
| 6M | -16.6% | -18.0% | +1.4% | -8.1% |
| YTD | -41.9% | -27.6% | -14.3% | -30.8% |
| 1Y | -37.0% | -27.2% | -9.8% | -25.3% |
| 3Y | +892.4% | +76.0% | +816.5% | +537.7% |
| 5Y | +297.3% | +50.0% | +247.3% | +129.1% |
| All | +500.0% | +72.2% | +427.8% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling