+298.1%
APP vs SGI
+41.4%
+256.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +4.6% | -5.3% | +9.9% | +8.6% |
| 30D | +56.0% | -2.1% | +58.1% | +56.1% |
| 3M | +30.8% | -8.2% | +39.0% | +36.2% |
| 6M | -9.8% | -4.6% | -5.2% | -9.5% |
| YTD | -39.3% | -31.5% | -7.8% | -23.8% |
| 1Y | -26.4% | -30.8% | +4.4% | -8.5% |
| 3Y | +887.9% | +67.2% | +820.7% | +506.1% |
| All | +298.1% | +41.4% | +256.7% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling