+193.1%
APD vs SPXS
-99.5%
+292.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.5% |
| 7D | +3.8% | -7.5% | +11.3% | +1.7% |
| 30D | +8.2% | +5.3% | +2.9% | +10.3% |
| 3M | +4.3% | +9.7% | -5.4% | +7.7% |
| 6M | +4.7% | -4.6% | +9.2% | +4.4% |
| YTD | +31.5% | -25.8% | +57.3% | +22.8% |
| 1Y | +23.5% | -28.8% | +52.3% | +14.2% |
| 3Y | +29.1% | -80.2% | +109.3% | -12.5% |
| 5Y | +15.9% | -83.2% | +99.1% | -14.5% |
| All | +193.1% | -99.5% | +292.6% | -4.7% |
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 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