+1,034.1%
APP vs SN
+639.7%
+394.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.0% | +32.0% | +31.5% |
| 7D | +39.7% | +3.8% | +35.9% | +37.3% |
| 30D | +27.7% | +17.5% | +10.2% | +18.5% |
| 3M | -14.8% | +19.2% | -34.0% | -21.9% |
| 6M | -25.5% | +84.9% | -110.5% | -45.2% |
| YTD | -47.2% | +94.0% | -141.2% | -62.6% |
| 1Y | -42.3% | +151.3% | -193.6% | -64.2% |
| 3Y | +806.8% | +387.1% | +419.7% | +388.8% |
| All | +1,034.1% | +639.7% | +394.3% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling