+641.7%
APP vs SGOV
+14.4%
+627.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +2.9% |
| 7D | +0.3% | +0.1% | +0.2% | -0.9% |
| 30D | -1.3% | +0.3% | -1.6% | -6.2% |
| 3M | -36.2% | +0.9% | -37.1% | -45.3% |
| 6M | -34.1% | +1.8% | -36.0% | -52.0% |
| YTD | -53.3% | +2.5% | -55.8% | -69.9% |
| 1Y | -44.5% | +3.8% | -48.3% | -71.5% |
| All | +641.7% | +14.4% | +627.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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