+1,237.1%
AAPL vs STT
+262.1%
+975.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | +1.0% | -3.9% | -3.3% |
| 30D | +2.3% | +2.8% | -0.5% | +1.1% |
| 3M | +8.6% | +18.1% | -9.5% | +1.7% |
| 6M | +21.6% | +59.2% | -37.7% | +1.6% |
| YTD | +16.3% | +51.5% | -35.2% | -1.2% |
| 1Y | +35.1% | +75.7% | -40.6% | +8.3% |
| 3Y | +79.4% | +200.8% | -121.4% | +17.0% |
| 5Y | +109.8% | +155.8% | -45.9% | +40.3% |
| 10Y | +1,237.1% | +266.4% | +970.7% | +663.4% |
| All | +1,237.1% | +262.1% | +975.0% | +663.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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