+85.4%
APA vs SPXL
+108.4%
-23.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +2.4% |
| 7D | +5.1% | -3.8% | +8.8% | +6.0% |
| 30D | +0.3% | -8.8% | +9.1% | +2.5% |
| 3M | +15.6% | -7.4% | +23.1% | +17.2% |
| 6M | +28.9% | +1.8% | +27.1% | +24.6% |
| YTD | +96.6% | +23.6% | +73.0% | +73.2% |
| 1Y | +95.5% | +21.7% | +73.8% | +72.6% |
| 3Y | +41.8% | +232.4% | -190.6% | -20.3% |
| 5Y | +85.4% | +110.4% | -25.0% | +21.0% |
| All | +85.4% | +108.4% | -23.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling