+13,845.6%
SPGI vs APA
+815.8%
+13,029.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.0% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +8.4% | +23.4% | -15.0% | +4.5% |
| 3M | +11.8% | +12.7% | -0.9% | +9.0% |
| 6M | +5.7% | +39.4% | -33.7% | -1.3% |
| YTD | -9.7% | +79.0% | -88.6% | -19.6% |
| 1Y | -12.5% | +88.8% | -101.3% | -23.3% |
| 3Y | +21.8% | +6.4% | +15.5% | +14.4% |
| 5Y | +8.2% | +153.0% | -144.8% | -16.8% |
| 10Y | +309.5% | +7.5% | +302.0% | +198.2% |
| All | +13,845.6% | +815.8% | +13,029.8% | +8,567.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling