-25.8%
APA vs SFM
+41.7%
-67.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -8.7% | -10.2% | +1.5% | -7.8% |
| 30D | -2.4% | -23.9% | +21.5% | -0.3% |
| 3M | +19.0% | -42.3% | +61.2% | +25.1% |
| 6M | +26.8% | -40.1% | +66.9% | +32.3% |
| YTD | +87.3% | -37.8% | +125.1% | +93.9% |
| 1Y | +92.3% | -37.1% | +129.4% | +98.6% |
| 3Y | +37.3% | +21.5% | +15.7% | +29.2% |
| 5Y | +73.2% | +103.8% | -30.6% | +50.0% |
| 10Y | -0.9% | +142.0% | -142.8% | -18.1% |
| All | -25.8% | +41.7% | -67.5% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling