+8.3%
APA vs SPXL
+237.4%
-229.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | +23.4% | -0.9% | +24.3% | +23.5% |
| 3M | +12.7% | +2.0% | +10.7% | +11.2% |
| 6M | +39.4% | +33.5% | +5.9% | +24.5% |
| YTD | +79.0% | +32.2% | +46.8% | +59.7% |
| 1Y | +88.8% | +48.9% | +39.9% | +58.8% |
| All | +8.3% | +237.4% | -229.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling