+78.7%
SO vs APA
+94.1%
-15.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.2% |
| 7D | +1.4% | +8.5% | -7.2% | +1.1% |
| 30D | +4.7% | +2.8% | +1.9% | +4.6% |
| 3M | +1.7% | +21.7% | -20.0% | +0.9% |
| 6M | +2.2% | +32.6% | -30.5% | +0.9% |
| YTD | +10.0% | +103.7% | -93.7% | +6.6% |
| 1Y | +6.0% | +101.8% | -95.8% | +2.8% |
| 3Y | +54.1% | +48.1% | +6.1% | +51.3% |
| All | +78.7% | +94.1% | -15.3% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling