+528.8%
APP vs SITM
+355.4%
+173.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.6% | -4.8% | +1.7% |
| 7D | +79.2% | +9.4% | +69.8% | +71.1% |
| 30D | +48.0% | -25.4% | +73.4% | +59.7% |
| 3M | +18.2% | -37.0% | +55.2% | +32.5% |
| 6M | -12.5% | -45.1% | +32.6% | -3.1% |
| YTD | -39.2% | +29.4% | -68.6% | -54.3% |
| 1Y | -33.9% | +39.8% | -73.7% | -52.1% |
| 3Y | +933.3% | +328.2% | +605.0% | +310.7% |
| 5Y | +295.9% | +87.4% | +208.5% | +87.2% |
| All | +528.8% | +355.4% | +173.5% | +146.7% |
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