+3.0%
SSPC vs APA
+30.1%
-27.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.6% | -19.9% | -17.8% |
| 7D | -4.7% | -15.5% | +10.8% | +1.1% |
| 30D | +36.7% | +2.4% | +34.3% | +35.0% |
| 3M | -49.4% | +22.8% | -72.2% | -49.3% |
| All | +3.0% | +30.1% | -27.1% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling