+63.4%
AAPL vs SN
+496.6%
-433.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -2.7% | +0.1% | -2.9% | -2.8% |
| 30D | +1.0% | -5.6% | +6.6% | +1.8% |
| 3M | +5.0% | +48.1% | -43.1% | -2.6% |
| 6M | +23.0% | +57.6% | -34.6% | +12.4% |
| YTD | +16.6% | +56.5% | -39.9% | +6.3% |
| 1Y | +33.4% | +52.6% | -19.1% | +21.7% |
| 3Y | +79.9% | +412.0% | -332.1% | +44.1% |
| All | +63.4% | +496.6% | -433.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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