+27.2%
APA vs SN
+397.9%
-370.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | 0.0% | +2.2% |
| 7D | -15.5% | +7.2% | -22.7% | -16.5% |
| 30D | +2.4% | +20.4% | -18.0% | -0.9% |
| 3M | +22.8% | +23.9% | -1.1% | +17.8% |
| 6M | +17.9% | +93.0% | -75.1% | +2.0% |
| YTD | +87.7% | +99.2% | -11.6% | +58.3% |
| 1Y | +94.2% | +142.6% | -48.4% | +53.0% |
| 3Y | +27.2% | +398.8% | -371.6% | -20.8% |
| All | +27.2% | +397.9% | -370.7% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling