-33.6%
APP vs SITM
+49.4%
-83.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +2.0% |
| 7D | +0.9% | +9.7% | -8.8% | +0.5% |
| 30D | -23.3% | +12.7% | -36.0% | -23.7% |
| 3M | -42.6% | -13.4% | -29.2% | -40.8% |
| 6M | -33.6% | +59.6% | -93.2% | -44.3% |
| All | -33.6% | +49.4% | -83.0% | -44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling