+2,193.3%
AAPL vs SFM
+132.6%
+2,060.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +3.0% | -4.4% | +7.3% | +3.4% |
| 3M | +2.9% | +1.5% | +1.4% | +2.4% |
| 6M | +22.1% | +6.5% | +15.6% | +20.3% |
| YTD | +18.0% | +2.2% | +15.8% | +16.7% |
| 1Y | +33.9% | -41.9% | +75.8% | +41.3% |
| 3Y | +71.2% | +106.8% | -35.6% | +50.7% |
| 5Y | +112.6% | +231.6% | -119.0% | +72.7% |
| 10Y | +1,198.8% | +258.4% | +940.3% | +903.6% |
| All | +2,193.3% | +132.6% | +2,060.7% | +1,765.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling