-7.2%
APA vs SPXS
-100.0%
+92.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +2.4% |
| 7D | +9.6% | -9.5% | +19.1% | +4.9% |
| 30D | -0.2% | +7.4% | -7.6% | +3.4% |
| 3M | +19.8% | +6.1% | +13.7% | +23.6% |
| 6M | +30.1% | -7.3% | +37.3% | +25.8% |
| YTD | +100.4% | -26.7% | +127.2% | +72.8% |
| 1Y | +105.2% | -26.2% | +131.4% | +78.1% |
| 3Y | +44.6% | -80.3% | +124.9% | -23.0% |
| 5Y | +88.8% | -83.4% | +172.2% | +15.6% |
| 10Y | +6.6% | -99.5% | +106.1% | -75.8% |
| All | -7.2% | -100.0% | +92.8% | -95.7% |
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