+60.1%
APA vs SGI
+1,905.4%
-1,845.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +4.1% |
| 7D | -15.5% | +1.0% | -16.5% | -16.1% |
| 30D | +2.4% | +3.9% | -1.5% | +0.7% |
| 3M | +22.8% | -0.8% | +23.6% | +21.8% |
| 6M | +17.9% | -18.0% | +35.9% | +21.2% |
| YTD | +87.7% | -27.6% | +115.3% | +96.5% |
| 1Y | +94.2% | -27.2% | +121.4% | +102.6% |
| 3Y | +27.2% | +76.0% | -48.8% | +2.4% |
| 5Y | +74.1% | +50.0% | +24.2% | +41.5% |
| 10Y | +2.6% | +399.1% | -396.4% | -40.5% |
| All | +60.1% | +1,905.4% | -1,845.4% | -43.8% |
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