+378.5%
APP vs SRE
+48.8%
+329.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | -10.0% | +1.9% | -11.9% | -10.7% |
| 3M | -44.6% | -3.3% | -41.4% | -44.4% |
| 6M | -37.9% | -6.4% | -31.4% | -37.3% |
| YTD | -53.7% | -1.8% | -51.9% | -54.3% |
| 1Y | -43.0% | +10.7% | -53.7% | -46.5% |
| 3Y | +640.8% | +31.8% | +609.0% | +556.0% |
| 5Y | +358.8% | +49.2% | +309.6% | +346.3% |
| All | +378.5% | +48.8% | +329.7% | +360.4% |
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