+109.0%
AAPL vs SM
+111.2%
-2.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.7% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | +1.0% | +31.5% | -30.5% | -2.8% |
| 3M | +5.0% | +17.3% | -12.4% | +2.1% |
| 6M | +23.0% | +48.5% | -25.5% | +14.3% |
| YTD | +16.6% | +106.3% | -89.6% | +2.2% |
| 1Y | +33.4% | +47.3% | -13.9% | +23.1% |
| 3Y | +79.9% | -1.4% | +81.3% | +69.2% |
| 5Y | +109.0% | +114.0% | -5.0% | +73.6% |
| All | +109.0% | +111.2% | -2.2% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling