-50.7%
APPX vs SPY
+41.4%
-92.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -2.5% |
| 7D | -9.1% | -0.4% | -8.7% | -7.8% |
| 30D | -21.0% | -1.4% | -19.7% | -15.9% |
| 3M | -71.2% | +3.7% | -74.9% | -74.8% |
| 6M | -74.7% | +13.0% | -87.7% | -85.3% |
| YTD | -88.5% | +12.4% | -100.9% | -92.5% |
| 1Y | -85.5% | +18.5% | -104.0% | -92.3% |
| All | -50.7% | +41.4% | -92.1% | -87.9% |
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