+363.5%
SE vs APA
+45.8%
+317.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.5% | +8.5% | -9.0% | -1.9% |
| 30D | -20.9% | +2.8% | -23.7% | -21.6% |
| 3M | -38.9% | +21.7% | -60.6% | -41.4% |
| 6M | -19.4% | +32.6% | -52.0% | -24.5% |
| YTD | -40.9% | +103.7% | -144.6% | -49.8% |
| 1Y | -46.2% | +101.8% | -148.0% | -54.2% |
| 3Y | +63.7% | +48.1% | +15.7% | +42.4% |
| 5Y | -77.9% | +91.9% | -169.8% | -81.8% |
| All | +363.5% | +45.8% | +317.7% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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