-4.1%
APA vs SPYG
+420.3%
-424.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | +0.1% |
| 7D | +0.8% | -1.8% | +2.6% | +2.6% |
| 30D | +9.6% | -1.9% | +11.6% | +11.5% |
| 3M | +18.0% | +5.2% | +12.9% | +10.5% |
| 6M | +41.9% | +15.6% | +26.3% | +17.6% |
| YTD | +86.3% | +12.4% | +73.9% | +58.0% |
| 1Y | +97.9% | +17.5% | +80.4% | +58.9% |
| 3Y | +12.8% | +98.1% | -85.3% | -51.0% |
| 5Y | +177.2% | +84.9% | +92.3% | +28.8% |
| All | -4.1% | +420.3% | -424.4% | -85.7% |
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