+520.8%
APP vs SITM
+370.8%
+150.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | +0.3% |
| 7D | +48.9% | +17.2% | +31.8% | +39.7% |
| 30D | +49.4% | -17.1% | +66.5% | +55.8% |
| 3M | +27.0% | -29.2% | +56.2% | +36.8% |
| 6M | -15.4% | -47.6% | +32.2% | -4.4% |
| YTD | -39.9% | +33.8% | -73.7% | -55.4% |
| 1Y | -32.0% | +54.1% | -86.1% | -52.5% |
| 3Y | +824.3% | +337.6% | +486.8% | +265.0% |
| 5Y | +252.4% | +89.7% | +162.7% | +65.6% |
| All | +520.8% | +370.8% | +150.0% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling