+527.5%
APP vs STT
+136.8%
+390.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.0% |
| 7D | +4.6% | +4.8% | -0.2% | +1.4% |
| 30D | +56.0% | +3.9% | +52.1% | +51.0% |
| 3M | +30.8% | -8.2% | +39.0% | +37.7% |
| 6M | -9.8% | +15.6% | -25.4% | -19.6% |
| YTD | -39.3% | +37.6% | -76.9% | -52.3% |
| 1Y | -26.4% | +50.1% | -76.6% | -45.6% |
| 3Y | +887.9% | +183.1% | +704.9% | +364.8% |
| 5Y | +264.1% | +104.8% | +159.3% | +88.0% |
| All | +527.5% | +136.8% | +390.6% | +221.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling