+378.5%
APP vs SITM
+496.7%
-118.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -1.9% |
| 7D | +0.1% | +8.4% | -8.3% | -2.6% |
| 30D | -10.0% | -17.4% | +7.4% | -4.7% |
| 3M | -44.6% | -9.8% | -34.8% | -46.1% |
| 6M | -37.9% | +83.0% | -120.8% | -55.7% |
| YTD | -53.7% | +69.6% | -123.3% | -67.1% |
| 1Y | -43.0% | +144.9% | -187.9% | -66.3% |
| 3Y | +640.8% | +429.9% | +210.9% | +183.2% |
| 5Y | +358.8% | +169.2% | +189.7% | +101.7% |
| All | +378.5% | +496.7% | -118.2% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling