-55.4%
APP vs SITM
+47.5%
-102.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -9.4% | +20.0% | +11.3% |
| 7D | +4.5% | -19.5% | +24.1% | +5.9% |
| 30D | -3.6% | -43.2% | +39.6% | -0.5% |
| 3M | -35.3% | -30.8% | -4.4% | -33.9% |
| 6M | -42.8% | -28.6% | -14.2% | -43.1% |
| YTD | -59.7% | +14.2% | -73.8% | -63.7% |
| 1Y | -55.4% | +44.4% | -99.7% | -61.7% |
| All | -55.4% | +47.5% | -102.9% | -61.7% |
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