+143.3%
AAPL vs SM
+5.5%
+137.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.1% | +9.4% | -5.3% | +2.9% |
| 30D | +4.0% | -14.4% | +18.3% | +5.6% |
| 3M | +16.8% | +1.6% | +15.2% | +15.6% |
| 6M | +19.4% | +6.3% | +13.0% | +16.4% |
| YTD | +31.5% | +78.8% | -47.3% | +15.9% |
| 1Y | +31.0% | +83.1% | -52.2% | +14.7% |
| 3Y | +95.3% | -5.9% | +101.2% | +83.1% |
| All | +143.3% | +5.5% | +137.9% | +117.3% |
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