-5.6%
APA vs SPXS
-100.0%
+94.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +2.2% |
| 7D | +8.5% | -7.5% | +16.1% | +4.9% |
| 30D | +2.8% | +5.3% | -2.6% | +5.6% |
| 3M | +21.7% | +9.7% | +12.0% | +27.4% |
| 6M | +32.6% | -4.6% | +37.2% | +30.0% |
| YTD | +103.7% | -25.8% | +129.5% | +76.7% |
| 1Y | +101.8% | -28.8% | +130.6% | +72.1% |
| 3Y | +48.1% | -80.2% | +128.2% | -20.8% |
| 5Y | +91.9% | -83.2% | +175.1% | +18.2% |
| 10Y | +8.4% | -99.5% | +107.8% | -75.2% |
| All | -5.6% | -100.0% | +94.4% | -95.6% |
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