+506.6%
APP vs SPMO
+142.6%
+364.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | +61.1% | -2.6% | +63.7% | +62.3% |
| 30D | +42.8% | -14.2% | +57.0% | +73.9% |
| 3M | +16.7% | -12.7% | +29.3% | +36.8% |
| 6M | -15.6% | -9.6% | -6.0% | -11.9% |
| YTD | -41.3% | +9.3% | -50.6% | -56.3% |
| 1Y | -39.3% | +8.2% | -47.5% | -53.7% |
| 3Y | +803.2% | +119.4% | +683.8% | +135.6% |
| 5Y | +313.2% | +112.5% | +200.7% | +16.6% |
| All | +506.6% | +142.6% | +364.0% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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