-29.2%
APA vs SFM
+132.6%
-161.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +23.4% | -4.4% | +27.8% | +23.8% |
| 3M | +12.7% | +1.5% | +11.2% | +12.0% |
| 6M | +39.4% | +6.5% | +32.9% | +37.3% |
| YTD | +79.0% | +2.2% | +76.8% | +77.0% |
| 1Y | +88.8% | -41.9% | +130.7% | +98.6% |
| 3Y | +6.4% | +106.8% | -100.4% | -4.9% |
| 5Y | +153.0% | +231.6% | -78.6% | +109.5% |
| 10Y | +7.5% | +258.4% | -250.9% | -14.1% |
| All | -29.2% | +132.6% | -161.7% | -40.5% |
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