+111.7%
SPOT vs APA
+156.3%
-44.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -2.8% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | +8.3% | +15.7% | -7.4% | +6.2% |
| 3M | +5.1% | +16.5% | -11.4% | +2.7% |
| 6M | -6.5% | +35.1% | -41.6% | -11.1% |
| YTD | -9.0% | +82.2% | -91.2% | -17.3% |
| 1Y | -26.4% | +102.5% | -128.9% | -34.6% |
| 3Y | +240.0% | +10.3% | +229.7% | +223.5% |
| 5Y | +111.7% | +166.1% | -54.4% | +73.7% |
| All | +111.7% | +156.3% | -44.6% | +73.7% |
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