+1,254.4%
AAPL vs SM
+23.2%
+1,231.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | -0.5% | +2.1% | -2.6% | -0.7% |
| 30D | +7.1% | +18.1% | -11.0% | +5.6% |
| 3M | +12.1% | +17.0% | -4.9% | +10.2% |
| 6M | +25.4% | +55.4% | -30.0% | +19.8% |
| YTD | +20.5% | +108.6% | -88.1% | +11.9% |
| 1Y | +44.5% | +45.7% | -1.1% | +38.2% |
| 3Y | +85.8% | -0.3% | +86.1% | +80.4% |
| 5Y | +124.8% | +113.0% | +11.7% | +103.2% |
| All | +1,254.4% | +23.2% | +1,231.1% | +946.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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