+292.6%
APP vs STT
+100.0%
+192.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.7% |
| 7D | +71.2% | -2.5% | +73.7% | +72.9% |
| 30D | +39.1% | -5.0% | +44.0% | +43.5% |
| 3M | +16.5% | -10.5% | +27.0% | +25.3% |
| 6M | -16.6% | +10.0% | -26.6% | -23.9% |
| YTD | -41.9% | +30.7% | -72.6% | -53.8% |
| 1Y | -37.0% | +43.8% | -80.8% | -53.4% |
| 3Y | +892.4% | +168.1% | +724.4% | +342.2% |
| All | +292.6% | +100.0% | +192.6% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling