+45.0%
AAPL vs SITM
+155.7%
-110.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.6% |
| 7D | +3.8% | +3.9% | 0.0% | +3.7% |
| 30D | +9.9% | -6.6% | +16.5% | +10.1% |
| 3M | +12.5% | -11.9% | +24.4% | +13.0% |
| 6M | +27.6% | +81.1% | -53.5% | +19.9% |
| YTD | +22.6% | +80.0% | -57.4% | +15.2% |
| 1Y | +45.0% | +145.8% | -100.9% | +34.8% |
| All | +45.0% | +155.7% | -110.7% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling