-17.1%
APA vs SPXS
-100.0%
+82.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -2.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +23.4% | +0.8% | +22.6% | +23.9% |
| 3M | +12.7% | -4.7% | +17.4% | +10.2% |
| 6M | +39.4% | -29.6% | +69.1% | +17.2% |
| YTD | +79.0% | -29.8% | +108.8% | +50.8% |
| 1Y | +88.8% | -38.9% | +127.8% | +50.0% |
| 3Y | +6.4% | -79.6% | +86.0% | -42.2% |
| 5Y | +153.0% | -85.9% | +238.9% | +44.6% |
| 10Y | +7.5% | -99.5% | +107.1% | -76.0% |
| All | -17.1% | -100.0% | +82.9% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling