+597.0%
SE vs APA
+30.4%
+566.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.8% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | -0.1% | +15.7% | -15.8% | -2.8% |
| 3M | +34.1% | +16.5% | +17.7% | +29.6% |
| 6M | +23.2% | +35.1% | -11.9% | +14.4% |
| YTD | -11.2% | +82.2% | -93.4% | -22.5% |
| 1Y | -40.5% | +102.5% | -143.0% | -49.6% |
| 3Y | +196.3% | +10.3% | +186.0% | +173.6% |
| 5Y | -67.0% | +166.1% | -233.2% | -74.0% |
| All | +597.0% | +30.4% | +566.6% | +437.7% |
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