+109.8%
AAPL vs SFM
+217.9%
-108.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.1% |
| 7D | -3.0% | -7.2% | +4.2% | -2.3% |
| 30D | +2.3% | -14.3% | +16.6% | +3.7% |
| 3M | +8.6% | -13.7% | +22.4% | +9.9% |
| 6M | +21.6% | -6.0% | +27.6% | +21.5% |
| YTD | +16.3% | -8.2% | +24.5% | +16.5% |
| 1Y | +35.1% | -46.2% | +81.3% | +43.7% |
| 3Y | +79.4% | +83.6% | -4.2% | +58.5% |
| 5Y | +109.8% | +212.7% | -102.9% | +74.1% |
| All | +109.8% | +217.9% | -108.0% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling