+877.5%
APP vs SGI
+72.0%
+805.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.6% |
| 7D | +48.9% | -10.5% | +59.4% | +57.9% |
| 30D | +49.4% | +0.1% | +49.3% | +47.2% |
| 3M | +27.0% | -4.0% | +31.0% | +28.0% |
| 6M | -15.4% | -5.6% | -9.8% | -14.3% |
| YTD | -39.9% | -29.5% | -10.4% | -26.5% |
| 1Y | -32.0% | -31.5% | -0.4% | -15.1% |
| All | +877.5% | +72.0% | +805.5% | +537.9% |
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