+2,455.4%
AAPL vs SFM
+48.8%
+2,406.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +4.1% | +6.0% | -1.9% | +3.5% |
| 30D | +4.0% | -19.5% | +23.4% | +5.9% |
| 3M | +16.8% | -37.0% | +53.8% | +22.1% |
| 6M | +19.4% | -41.0% | +60.4% | +25.5% |
| YTD | +31.5% | -34.6% | +66.1% | +35.9% |
| 1Y | +31.0% | -36.3% | +67.2% | +35.7% |
| 3Y | +95.3% | +24.5% | +70.7% | +81.2% |
| 5Y | +143.4% | +115.9% | +27.5% | +106.2% |
| 10Y | +1,330.5% | +139.5% | +1,191.0% | +1,052.4% |
| All | +2,455.4% | +48.8% | +2,406.6% | +2,071.1% |
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 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