-45.3%
APP vs SITM
+140.0%
-185.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -4.4% | +3.7% | -8.1% | -4.6% |
| 30D | -10.0% | -14.5% | +4.5% | -9.2% |
| 3M | -41.4% | -10.6% | -30.9% | -40.7% |
| 6M | -41.0% | +65.5% | -106.6% | -46.7% |
| YTD | -54.7% | +67.0% | -121.7% | -59.7% |
| 1Y | -45.3% | +138.6% | -184.0% | -52.4% |
| All | -45.3% | +140.0% | -185.4% | -52.4% |
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