+520.8%
APP vs SRE
+37.3%
+483.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +48.9% | -5.6% | +54.6% | +50.6% |
| 30D | +49.4% | -4.5% | +53.9% | +50.2% |
| 3M | +27.0% | -7.7% | +34.7% | +28.7% |
| 6M | -15.4% | -14.4% | -1.0% | -12.6% |
| YTD | -39.9% | -9.4% | -30.5% | -39.9% |
| 1Y | -32.0% | -13.8% | -18.1% | -30.5% |
| 3Y | +824.3% | +22.2% | +802.2% | +729.6% |
| 5Y | +252.4% | +50.5% | +202.0% | +253.2% |
| All | +520.8% | +37.3% | +483.5% | +506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling