+124.8%
AAPL vs SITM
+176.0%
-51.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.3% |
| 7D | -0.5% | +4.8% | -5.3% | -1.2% |
| 30D | +7.1% | -9.7% | +16.8% | +8.3% |
| 3M | +12.1% | -9.3% | +21.4% | +11.4% |
| 6M | +25.4% | +69.5% | -44.1% | +10.3% |
| YTD | +20.5% | +70.5% | -50.1% | +4.8% |
| 1Y | +44.5% | +145.3% | -100.7% | +16.0% |
| 3Y | +85.8% | +432.8% | -347.0% | +17.3% |
| 5Y | +124.8% | +174.0% | -49.3% | +42.4% |
| All | +124.8% | +176.0% | -51.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling