+378.5%
APP vs SGOV
+20.1%
+358.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.8% |
| 7D | +0.1% | +0.1% | 0.0% | -0.7% |
| 30D | -10.0% | +0.3% | -10.3% | -13.0% |
| 3M | -44.6% | +0.9% | -45.6% | -50.1% |
| 6M | -37.9% | +1.8% | -39.7% | -49.6% |
| YTD | -53.7% | +2.5% | -56.2% | -65.4% |
| 1Y | -43.0% | +3.8% | -46.7% | -63.7% |
| 3Y | +640.8% | +14.3% | +626.4% | +134.0% |
| 5Y | +358.8% | +20.1% | +338.7% | +810.3% |
| All | +378.5% | +20.1% | +358.4% | +842.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling