+24.2%
APA vs SN
+659.6%
-635.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | 0.0% | +2.3% |
| 7D | -15.5% | +7.2% | -22.7% | -16.2% |
| 30D | +2.4% | +20.4% | -18.0% | +0.1% |
| 3M | +22.8% | +23.9% | -1.1% | +19.3% |
| 6M | +17.9% | +93.0% | -75.1% | +6.6% |
| YTD | +87.7% | +99.2% | -11.6% | +66.8% |
| 1Y | +94.2% | +142.6% | -48.4% | +64.7% |
| 3Y | +27.2% | +398.8% | -371.6% | +4.5% |
| All | +24.2% | +659.6% | -635.4% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling