+653.5%
APP vs SGI
+54.7%
+598.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +0.9% | +8.5% | -7.7% | -4.4% |
| 30D | -23.3% | +0.7% | -24.0% | -23.2% |
| 3M | -42.6% | +0.6% | -43.2% | -43.2% |
| 6M | -33.6% | -17.9% | -15.7% | -26.2% |
| YTD | -52.4% | -21.2% | -31.2% | -45.3% |
| 1Y | -35.9% | -18.9% | -17.0% | -28.3% |
| All | +653.5% | +54.7% | +598.9% | +418.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling