+803.3%
APP vs SN
+384.9%
+418.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.0% | +32.0% | +31.6% |
| 7D | +39.7% | +3.8% | +35.9% | +36.8% |
| 30D | +27.7% | +17.5% | +10.2% | +16.8% |
| 3M | -14.8% | +19.2% | -34.0% | -23.2% |
| 6M | -25.5% | +84.9% | -110.5% | -48.7% |
| YTD | -47.2% | +94.0% | -141.2% | -65.4% |
| 1Y | -42.3% | +151.3% | -193.6% | -68.0% |
| All | +803.3% | +384.9% | +418.4% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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