+161.4%
APA vs SGI
+62.5%
+98.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +0.5% | +8.5% | -8.0% | -1.6% |
| 30D | +23.4% | +0.7% | +22.7% | +22.8% |
| 3M | +12.7% | +0.6% | +12.1% | +10.9% |
| 6M | +39.4% | -17.9% | +57.4% | +44.0% |
| YTD | +79.0% | -21.2% | +100.1% | +87.1% |
| 1Y | +88.8% | -18.9% | +107.7% | +94.3% |
| 3Y | +6.4% | +52.6% | -46.3% | -14.6% |
| All | +161.4% | +62.5% | +98.8% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling