+506.6%
APP vs SRE
+37.6%
+469.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | +61.1% | -8.2% | +69.3% | +63.9% |
| 30D | +42.8% | -3.6% | +46.4% | +43.1% |
| 3M | +16.7% | -6.3% | +22.9% | +17.6% |
| 6M | -15.6% | -13.0% | -2.6% | -13.3% |
| YTD | -41.3% | -9.2% | -32.1% | -41.3% |
| 1Y | -39.3% | -13.1% | -26.2% | -38.2% |
| 3Y | +803.2% | +22.4% | +780.8% | +710.3% |
| 5Y | +313.2% | +47.1% | +266.0% | +311.2% |
| All | +506.6% | +37.6% | +469.0% | +491.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling