+5.2%
SSPC vs APA
+29.7%
-24.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -6.9% | +14.6% | +10.0% |
| 7D | +11.8% | -13.0% | +24.7% | +17.3% |
| 30D | +44.7% | +2.0% | +42.8% | +43.1% |
| 3M | -40.7% | +24.9% | -65.6% | -41.2% |
| All | +5.2% | +29.7% | -24.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling