+17.9%
APA vs SGI
-16.2%
+34.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +0.4% |
| 7D | -15.5% | +1.0% | -16.5% | -14.7% |
| 30D | +2.4% | +3.9% | -1.5% | +4.5% |
| 3M | +22.8% | -0.8% | +23.6% | +23.2% |
| 6M | +17.9% | -18.0% | +35.9% | +12.9% |
| All | +17.9% | -16.2% | +34.2% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling