+6.1%
APA vs SGI
+319.5%
-313.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +8.5% | -5.3% | +13.9% | +10.7% |
| 30D | +2.8% | -2.1% | +4.8% | +2.4% |
| 3M | +21.7% | -8.2% | +29.9% | +23.7% |
| 6M | +32.6% | -4.6% | +37.2% | +29.1% |
| YTD | +103.7% | -31.5% | +135.2% | +122.1% |
| 1Y | +101.8% | -30.8% | +132.6% | +118.6% |
| 3Y | +48.1% | +67.2% | -19.2% | +4.9% |
| 5Y | +91.9% | +42.5% | +49.4% | +37.4% |
| All | +6.1% | +319.5% | -313.4% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling