+446.2%
APP vs SGI
+82.1%
+364.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.8% | +32.8% |
| 7D | +39.7% | +5.3% | +34.4% | +34.6% |
| 30D | +27.7% | +8.2% | +19.6% | +20.6% |
| 3M | -14.8% | -2.2% | -12.6% | -13.8% |
| 6M | -25.5% | -8.4% | -17.1% | -23.5% |
| YTD | -47.2% | -23.4% | -23.7% | -39.0% |
| 1Y | -42.3% | -14.0% | -28.3% | -38.9% |
| 3Y | +806.8% | +78.8% | +728.0% | +479.4% |
| 5Y | +261.6% | +58.6% | +203.0% | +102.3% |
| All | +446.2% | +82.1% | +364.0% | +200.7% |
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