+131.0%
APA vs SITM
+4,532.8%
-4,401.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | +0.8% | +4.8% | -4.0% | -0.2% |
| 30D | +9.6% | -9.7% | +19.3% | +11.1% |
| 3M | +18.0% | -9.3% | +27.3% | +17.1% |
| 6M | +41.9% | +69.5% | -27.6% | +20.0% |
| YTD | +86.3% | +70.5% | +15.8% | +55.0% |
| 1Y | +97.9% | +145.3% | -47.4% | +49.7% |
| 3Y | +12.8% | +432.8% | -420.0% | -35.1% |
| 5Y | +177.2% | +174.0% | +3.2% | +66.7% |
| All | +131.0% | +4,532.8% | -4,401.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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