-9.9%
APP vs SNDU
-17.5%
+7.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +27.5% | -25.1% | +2.4% |
| 7D | +48.9% | -20.3% | +69.3% | +48.7% |
| 30D | +49.4% | -64.4% | +113.9% | +53.2% |
| 3M | +27.0% | -57.5% | +84.5% | +28.4% |
| 6M | -15.4% | -82.9% | +67.5% | -14.6% |
| All | -9.9% | -17.5% | +7.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 5y: compounded portfolio wealth divided by compounded SNDU 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…
5y analysis · Full analysis span regression · 6 months rolling