+10.3%
APA vs SPYG
+100.8%
-90.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -1.7% | +1.2% | -2.9% | -2.2% |
| 30D | +15.7% | -1.6% | +17.3% | +16.4% |
| 3M | +16.5% | +3.4% | +13.1% | +14.2% |
| 6M | +35.1% | +18.9% | +16.2% | +21.5% |
| YTD | +82.2% | +13.8% | +68.4% | +68.4% |
| 1Y | +102.5% | +20.6% | +81.9% | +77.9% |
| 3Y | +10.3% | +100.5% | -90.2% | -26.2% |
| All | +10.3% | +100.8% | -90.5% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling