+295.5%
SPGI vs APA
-0.7%
+296.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.4% |
| 7D | -2.5% | -1.7% | -0.8% | -2.3% |
| 30D | +5.4% | +15.7% | -10.3% | +3.5% |
| 3M | +9.0% | +16.5% | -7.4% | +6.7% |
| 6M | +0.8% | +35.1% | -34.3% | -3.7% |
| YTD | -12.6% | +82.2% | -94.8% | -19.8% |
| 1Y | -16.1% | +102.5% | -118.6% | -24.4% |
| 3Y | +19.0% | +10.3% | +8.7% | +13.2% |
| 5Y | +5.1% | +166.1% | -161.1% | -13.4% |
| 10Y | +295.5% | -4.9% | +300.3% | +192.6% |
| All | +295.5% | -0.7% | +296.2% | +192.6% |
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