+17.3%
SPGI vs APA
+14.6%
+2.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.7% |
| 7D | +0.3% | -15.5% | +15.8% | -1.0% |
| 30D | +18.4% | +2.4% | +16.0% | +18.5% |
| 3M | +15.7% | +22.8% | -7.1% | +18.6% |
| 6M | +17.3% | +17.9% | -0.7% | +21.4% |
| All | +17.3% | +14.6% | +2.7% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling