+155.9%
SO vs APA
-0.7%
+156.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.9% |
| 7D | +1.0% | -1.7% | +2.7% | +1.1% |
| 30D | -3.2% | +15.7% | -18.9% | -4.0% |
| 3M | -1.7% | +16.5% | -18.2% | -2.7% |
| 6M | -7.2% | +35.1% | -42.3% | -9.1% |
| YTD | +4.6% | +82.2% | -77.7% | +0.6% |
| 1Y | +1.2% | +102.5% | -101.3% | -3.4% |
| 3Y | +45.3% | +10.3% | +35.0% | +42.5% |
| 5Y | +58.7% | +166.1% | -107.4% | +44.6% |
| 10Y | +155.9% | -4.9% | +160.7% | +108.8% |
| All | +155.9% | -0.7% | +156.6% | +108.8% |
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