+52.6%
APA vs SGI
+2,083.6%
-2,030.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +0.5% | +8.5% | -8.0% | -1.8% |
| 30D | +23.4% | +0.7% | +22.7% | +22.7% |
| 3M | +12.7% | +0.6% | +12.1% | +11.0% |
| 6M | +39.4% | -17.9% | +57.4% | +42.5% |
| YTD | +79.0% | -21.2% | +100.1% | +84.6% |
| 1Y | +88.8% | -18.9% | +107.7% | +92.6% |
| 3Y | +6.4% | +52.6% | -46.3% | -10.5% |
| 5Y | +153.0% | +60.7% | +92.3% | +103.4% |
| 10Y | +7.5% | +278.1% | -270.6% | -34.7% |
| All | +52.6% | +2,083.6% | -2,030.9% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling