+503.8%
APP vs SPYG
+101.6%
+402.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.3% |
| 7D | +10.6% | +4.2% | +6.3% | +3.0% |
| 30D | +44.6% | -7.4% | +52.0% | +62.8% |
| 3M | +29.6% | -5.3% | +34.9% | +39.5% |
| 6M | -19.8% | -1.2% | -18.6% | -20.5% |
| YTD | -41.6% | +9.0% | -50.6% | -51.2% |
| 1Y | -32.7% | +8.8% | -41.5% | -43.2% |
| 3Y | +799.0% | +92.8% | +706.2% | +189.7% |
| 5Y | +250.4% | +69.3% | +181.1% | +50.4% |
| All | +503.8% | +101.6% | +402.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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