+197.2%
SO vs APA
+4.9%
+192.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | 0.0% |
| 7D | +0.8% | +5.1% | -4.3% | +0.5% |
| 30D | +7.8% | +0.3% | +7.5% | +7.7% |
| 3M | +2.9% | +15.6% | -12.7% | +2.0% |
| 6M | +2.5% | +28.9% | -26.4% | +0.7% |
| YTD | +10.3% | +96.6% | -86.3% | +5.5% |
| 1Y | +6.4% | +95.5% | -89.2% | +1.7% |
| 3Y | +52.8% | +41.8% | +11.0% | +47.5% |
| 5Y | +78.7% | +85.4% | -6.7% | +67.0% |
| All | +197.2% | +4.9% | +192.3% | +144.0% |
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