+4.4%
APA vs STT
+198.7%
-194.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.2% |
| 7D | +9.6% | +5.1% | +4.5% | +5.5% |
| 30D | -0.2% | -0.2% | 0.0% | -0.6% |
| 3M | +19.8% | -8.1% | +28.0% | +26.5% |
| 6M | +30.1% | +16.6% | +13.4% | +12.5% |
| YTD | +100.4% | +37.8% | +62.6% | +48.3% |
| 1Y | +105.2% | +46.8% | +58.4% | +43.9% |
| 3Y | +44.6% | +181.2% | -136.6% | -41.1% |
| 5Y | +88.8% | +105.1% | -16.3% | -6.7% |
| All | +4.4% | +198.7% | -194.3% | -62.0% |
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