-43.0%
APP vs SRE
+8.0%
-51.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.2% |
| 7D | +0.1% | +1.4% | -1.3% | +0.5% |
| 30D | -10.0% | +1.9% | -11.9% | -9.3% |
| 3M | -44.6% | -3.3% | -41.4% | -45.2% |
| 6M | -37.9% | -6.4% | -31.4% | -39.7% |
| YTD | -53.7% | -1.8% | -51.9% | -56.0% |
| 1Y | -43.0% | +10.7% | -53.7% | -47.5% |
| All | -43.0% | +8.0% | -51.0% | -47.5% |
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