+0.3%
APA vs STT
+204.5%
-204.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -15.5% | -2.5% | -13.0% | -14.1% |
| 30D | +2.4% | -5.0% | +7.3% | +5.9% |
| 3M | +22.8% | -10.5% | +33.3% | +32.2% |
| 6M | +17.9% | +10.0% | +7.9% | +6.8% |
| YTD | +87.7% | +30.7% | +57.0% | +44.7% |
| 1Y | +94.2% | +43.8% | +50.4% | +38.2% |
| 3Y | +27.2% | +168.1% | -140.9% | -46.2% |
| 5Y | +74.1% | +101.4% | -27.3% | -13.2% |
| All | +0.3% | +204.5% | -204.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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