+920.9%
APP vs SN
+490.7%
+430.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.7% |
| 7D | +0.9% | -9.3% | +10.2% | +5.2% |
| 30D | -23.3% | -4.8% | -18.5% | -21.7% |
| 3M | -42.6% | +40.4% | -83.1% | -51.9% |
| 6M | -33.6% | +50.9% | -84.6% | -46.6% |
| YTD | -52.4% | +54.9% | -107.4% | -62.5% |
| 1Y | -35.9% | +43.0% | -78.9% | -47.8% |
| 3Y | +642.2% | +391.8% | +250.4% | +337.6% |
| All | +920.9% | +490.7% | +430.2% | +509.0% |
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