+500.0%
APP vs SRE
+37.3%
+462.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +11.9% | +10.3% |
| 7D | +71.2% | -9.2% | +80.4% | +74.7% |
| 30D | +39.1% | -1.9% | +41.0% | +38.6% |
| 3M | +16.5% | -6.5% | +23.1% | +17.6% |
| 6M | -16.6% | -15.2% | -1.3% | -13.6% |
| YTD | -41.9% | -9.5% | -32.5% | -41.9% |
| 1Y | -37.0% | -13.2% | -23.8% | -36.0% |
| 3Y | +892.4% | +19.5% | +873.0% | +796.1% |
| 5Y | +297.3% | +43.6% | +253.7% | +294.9% |
| All | +500.0% | +37.3% | +462.8% | +485.8% |
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