+108.2%
AAPL vs SMR
-14.3%
+122.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.7% | +17.4% | +2.2% |
| 7D | +3.8% | -11.2% | +15.1% | +4.1% |
| 30D | +9.9% | -10.2% | +20.2% | +10.1% |
| 3M | +12.5% | -10.0% | +22.5% | +12.4% |
| 6M | +27.6% | -30.5% | +58.1% | +28.2% |
| YTD | +22.6% | -39.2% | +61.8% | +23.2% |
| 1Y | +45.0% | -75.5% | +120.5% | +49.3% |
| 3Y | +87.8% | +45.4% | +42.3% | +75.1% |
| All | +108.2% | -14.3% | +122.5% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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