-35.9%
APP vs SITM
+174.8%
-210.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +1.8% |
| 7D | +0.9% | +9.7% | -8.8% | +0.2% |
| 30D | -23.3% | +12.7% | -36.0% | -24.4% |
| 3M | -42.6% | -13.4% | -29.2% | -41.6% |
| 6M | -33.6% | +59.6% | -93.2% | -40.2% |
| YTD | -52.4% | +73.3% | -125.7% | -58.1% |
| 1Y | -35.9% | +165.5% | -201.4% | -49.0% |
| All | -35.9% | +174.8% | -210.6% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling