+391.7%
APP vs SGI
+87.5%
+304.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +0.9% | +8.5% | -7.7% | -4.5% |
| 30D | -23.3% | +0.7% | -24.0% | -23.2% |
| 3M | -42.6% | +0.6% | -43.2% | -43.3% |
| 6M | -33.6% | -17.9% | -15.7% | -26.5% |
| YTD | -52.4% | -21.2% | -31.2% | -45.6% |
| 1Y | -35.9% | -18.9% | -17.0% | -29.0% |
| 3Y | +642.2% | +52.6% | +589.6% | +426.3% |
| 5Y | +311.1% | +60.7% | +250.4% | +127.9% |
| All | +391.7% | +87.5% | +304.1% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling