-3.7%
APA vs SPXL
+1,271.9%
-1,275.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.7% |
| 7D | +4.6% | -2.5% | +7.1% | +5.8% |
| 30D | +11.9% | -4.2% | +16.1% | +13.9% |
| 3M | +22.5% | +8.1% | +14.4% | +15.9% |
| 6M | +37.5% | +35.6% | +1.9% | +12.6% |
| YTD | +87.2% | +28.8% | +58.4% | +56.0% |
| 1Y | +101.4% | +39.8% | +61.6% | +59.3% |
| 3Y | +16.9% | +221.4% | -204.5% | -44.3% |
| 5Y | +178.4% | +146.9% | +31.5% | +35.8% |
| All | -3.7% | +1,271.9% | -1,275.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling