+367.9%
APP vs SIRI
-45.1%
+413.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.4% | -3.9% | -0.5% | -3.5% |
| 30D | -10.0% | -0.8% | -9.2% | -9.9% |
| 3M | -41.4% | +4.3% | -45.7% | -41.9% |
| 6M | -41.0% | +34.1% | -75.1% | -44.7% |
| YTD | -54.7% | +47.3% | -102.0% | -58.8% |
| 1Y | -45.3% | +22.9% | -68.3% | -48.2% |
| 3Y | +624.3% | -24.6% | +648.8% | +626.8% |
| 5Y | +329.1% | -43.2% | +372.3% | +384.4% |
| All | +367.9% | -45.1% | +413.0% | +391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling