+88.8%
APA vs SGI
-17.2%
+106.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.1% |
| 7D | +0.5% | +8.5% | -8.0% | +2.3% |
| 30D | +23.4% | +0.7% | +22.7% | +23.7% |
| 3M | +12.7% | +0.6% | +12.1% | +13.1% |
| 6M | +39.4% | -17.9% | +57.4% | +46.8% |
| YTD | +79.0% | -21.2% | +100.1% | +90.8% |
| 1Y | +88.8% | -18.9% | +107.7% | +89.4% |
| All | +88.8% | -17.2% | +106.0% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling