-3.7%
APA vs SPXS
-99.6%
+95.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | -0.7% |
| 7D | +4.6% | +2.5% | +2.1% | +5.8% |
| 30D | +11.9% | +4.2% | +7.7% | +14.1% |
| 3M | +22.5% | -9.3% | +31.8% | +16.7% |
| 6M | +37.5% | -30.7% | +68.2% | +14.1% |
| YTD | +87.2% | -28.1% | +115.2% | +58.8% |
| 1Y | +101.4% | -35.1% | +136.5% | +63.6% |
| 3Y | +16.9% | -79.6% | +96.5% | -38.7% |
| 5Y | +178.4% | -86.3% | +264.7% | +51.5% |
| All | -3.7% | -99.6% | +95.9% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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