-55.4%
APP vs SRE
-7.5%
-47.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +9.1% |
| 7D | +4.5% | -2.1% | +6.6% | +3.5% |
| 30D | -3.6% | +6.1% | -9.7% | -1.0% |
| 3M | -35.3% | -3.5% | -31.7% | -36.2% |
| 6M | -42.8% | -10.8% | -32.0% | -45.4% |
| YTD | -59.7% | -4.0% | -55.7% | -61.9% |
| 1Y | -55.4% | -7.7% | -47.7% | -57.8% |
| All | -55.4% | -7.5% | -47.9% | -57.8% |
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