+640.8%
APP vs SITM
+409.8%
+231.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.1% |
| 7D | +0.1% | +8.4% | -8.3% | -2.2% |
| 30D | -10.0% | -17.4% | +7.4% | -5.5% |
| 3M | -44.6% | -9.8% | -34.8% | -45.6% |
| 6M | -37.9% | +83.0% | -120.8% | -54.6% |
| YTD | -53.7% | +69.6% | -123.3% | -66.3% |
| 1Y | -43.0% | +144.9% | -187.9% | -65.7% |
| 3Y | +640.8% | +429.9% | +210.9% | +190.1% |
| All | +640.8% | +409.8% | +231.0% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling