+6.1%
APA vs SPYG
+393.2%
-387.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.5% |
| 7D | +8.5% | +2.3% | +6.2% | +6.1% |
| 30D | +2.8% | -6.5% | +9.2% | +8.7% |
| 3M | +21.7% | -6.8% | +28.6% | +28.6% |
| 6M | +32.6% | -3.1% | +35.8% | +32.6% |
| YTD | +103.7% | +8.0% | +95.7% | +77.6% |
| 1Y | +101.8% | +10.2% | +91.6% | +71.7% |
| 3Y | +48.1% | +91.0% | -42.9% | -33.8% |
| 5Y | +91.9% | +67.7% | +24.1% | -1.1% |
| All | +6.1% | +393.2% | -387.0% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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