-4.9%
APA vs SFM
+293.3%
-298.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.5% |
| 7D | -1.7% | -5.8% | +4.1% | -1.1% |
| 30D | +15.7% | -11.4% | +27.1% | +17.0% |
| 3M | +16.5% | -12.2% | +28.6% | +17.7% |
| 6M | +35.1% | -5.2% | +40.3% | +34.8% |
| YTD | +82.2% | -4.5% | +86.7% | +81.5% |
| 1Y | +102.5% | -45.4% | +147.9% | +114.1% |
| 3Y | +10.3% | +91.1% | -80.8% | 0.0% |
| 5Y | +166.1% | +226.8% | -60.7% | +122.0% |
| 10Y | -4.9% | +291.9% | -296.8% | -22.4% |
| All | -4.9% | +293.3% | -298.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling