+32.6%
APA vs SN
+650.0%
-617.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.3% |
| 7D | +9.6% | +1.4% | +8.2% | +9.4% |
| 30D | -0.2% | +16.6% | -16.8% | -2.2% |
| 3M | +19.8% | +18.3% | +1.6% | +17.1% |
| 6M | +30.1% | +103.1% | -73.0% | +16.4% |
| YTD | +100.4% | +96.7% | +3.7% | +78.3% |
| 1Y | +105.2% | +134.3% | -29.1% | +75.2% |
| 3Y | +44.6% | +425.2% | -380.6% | +19.5% |
| All | +32.6% | +650.0% | -617.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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