+331.8%
SPGI vs APA
0.0%
+331.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | +0.3% | -15.5% | +15.8% | +2.2% |
| 30D | +18.4% | +2.4% | +16.0% | +17.8% |
| 3M | +15.7% | +22.8% | -7.1% | +12.5% |
| 6M | +17.3% | +17.9% | -0.7% | +14.2% |
| YTD | -4.7% | +87.7% | -92.4% | -13.1% |
| 1Y | +1.8% | +94.2% | -92.4% | -7.6% |
| 3Y | +31.7% | +27.2% | +4.5% | +22.9% |
| 5Y | +12.1% | +74.1% | -62.1% | -2.3% |
| All | +331.8% | 0.0% | +331.8% | +217.2% |
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