+2,445.4%
AAPL vs SFM
+46.8%
+2,398.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.3% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | +4.1% | -19.2% | +23.3% | +6.0% |
| 3M | +17.5% | -40.3% | +57.8% | +23.6% |
| 6M | +20.6% | -40.9% | +61.4% | +26.6% |
| YTD | +31.0% | -35.5% | +66.5% | +35.6% |
| 1Y | +30.2% | -37.4% | +67.7% | +35.2% |
| 3Y | +92.9% | +25.5% | +67.4% | +78.7% |
| 5Y | +142.4% | +113.0% | +29.4% | +105.7% |
| 10Y | +1,324.9% | +136.3% | +1,188.6% | +1,049.6% |
| All | +2,445.4% | +46.8% | +2,398.6% | +2,065.8% |
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