-35.9%
APP vs STT
+75.3%
-111.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.5% |
| 30D | -23.3% | +3.9% | -27.1% | -25.3% |
| 3M | -42.6% | +20.0% | -62.6% | -49.7% |
| 6M | -33.6% | +55.3% | -88.9% | -53.5% |
| YTD | -52.4% | +53.3% | -105.8% | -65.5% |
| 1Y | -35.9% | +74.7% | -110.6% | -55.1% |
| All | -35.9% | +75.3% | -111.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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