+1,404.3%
APPS vs SPY
+312.9%
+1,091.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +6.7% |
| 7D | +17.0% | -2.7% | +19.7% | +23.2% |
| 30D | -2.4% | -5.4% | +3.0% | +10.0% |
| 3M | -27.3% | -4.1% | -23.2% | -19.9% |
| 6M | +160.8% | +0.7% | +160.1% | +161.4% |
| YTD | +107.6% | +8.7% | +98.9% | +76.4% |
| 1Y | +65.8% | +10.9% | +54.9% | +35.4% |
| 3Y | +107.2% | +75.0% | +32.2% | -26.5% |
| 5Y | -85.3% | +67.8% | -153.1% | -93.5% |
| All | +1,404.3% | +312.9% | +1,091.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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