+1,254.4%
AAPL vs SFM
+268.6%
+985.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | -0.5% | -8.8% | +8.3% | +0.5% |
| 30D | +7.1% | -14.5% | +21.6% | +8.9% |
| 3M | +12.1% | -16.8% | +28.9% | +14.2% |
| 6M | +25.4% | -5.3% | +30.8% | +25.3% |
| YTD | +20.5% | -9.4% | +29.8% | +20.8% |
| 1Y | +44.5% | -46.2% | +90.7% | +54.0% |
| 3Y | +85.8% | +81.3% | +4.5% | +64.6% |
| 5Y | +124.8% | +211.9% | -87.1% | +80.7% |
| All | +1,254.4% | +268.6% | +985.8% | +914.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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