-15.3%
APA vs SPXL
+7,063.6%
-7,078.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.2% |
| 7D | +8.5% | +7.4% | +1.1% | +4.8% |
| 30D | +2.8% | -7.8% | +10.6% | +5.4% |
| 3M | +21.7% | -11.9% | +33.6% | +26.7% |
| 6M | +32.6% | -1.7% | +34.3% | +28.3% |
| YTD | +103.7% | +20.8% | +82.9% | +73.0% |
| 1Y | +101.8% | +25.0% | +76.8% | +68.0% |
| 3Y | +48.1% | +226.1% | -178.1% | -27.6% |
| 5Y | +91.9% | +101.1% | -9.2% | +5.8% |
| 10Y | +8.4% | +1,112.6% | -1,104.2% | -76.8% |
| All | -15.3% | +7,063.6% | -7,078.9% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling