+90.9%
APA vs STT
+104.1%
-13.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +8.5% | +4.8% | +3.8% | +5.9% |
| 30D | +2.8% | +3.9% | -1.2% | +0.5% |
| 3M | +21.7% | -8.2% | +29.9% | +26.5% |
| 6M | +32.6% | +15.6% | +17.0% | +20.3% |
| YTD | +103.7% | +37.6% | +66.1% | +64.3% |
| 1Y | +101.8% | +50.1% | +51.7% | +54.2% |
| 3Y | +48.1% | +183.1% | -135.0% | -22.5% |
| All | +90.9% | +104.1% | -13.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling