-35.9%
APP vs SRE
+4.7%
-40.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.0% |
| 7D | +0.9% | -0.3% | +1.2% | +0.8% |
| 30D | -23.3% | -0.7% | -22.5% | -23.3% |
| 3M | -42.6% | -6.3% | -36.3% | -43.8% |
| 6M | -33.6% | -10.7% | -23.0% | -35.8% |
| YTD | -52.4% | -3.5% | -49.0% | -54.7% |
| 1Y | -35.9% | +5.3% | -41.2% | -37.5% |
| All | -35.9% | +4.7% | -40.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling