-37.1%
APP vs SRE
-13.6%
-23.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +5.4% |
| 7D | +79.2% | -8.4% | +87.5% | +70.6% |
| 30D | +48.0% | -3.2% | +51.2% | +44.6% |
| 3M | +18.2% | -5.3% | +23.5% | +14.7% |
| 6M | -12.5% | -12.6% | +0.1% | -18.1% |
| YTD | -39.2% | -8.8% | -30.4% | -44.6% |
| All | -37.1% | -13.6% | -23.4% | -42.2% |
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