+424.7%
AAPL vs SITM
+4,789.7%
-4,365.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.9% |
| 7D | +3.8% | +3.9% | 0.0% | +3.3% |
| 30D | +9.9% | -6.6% | +16.5% | +10.6% |
| 3M | +12.5% | -11.9% | +24.4% | +12.4% |
| 6M | +27.6% | +81.1% | -53.5% | +11.4% |
| YTD | +22.6% | +80.0% | -57.4% | +6.1% |
| 1Y | +45.0% | +145.8% | -100.9% | +17.2% |
| 3Y | +87.8% | +475.9% | -388.1% | +20.4% |
| 5Y | +128.7% | +189.2% | -60.5% | +50.9% |
| All | +424.7% | +4,789.7% | -4,365.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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