+188.0%
APD vs SPXS
-99.5%
+287.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.7% |
| 7D | -0.2% | +0.4% | -0.7% | +0.3% |
| 30D | +11.0% | +10.8% | +0.2% | +14.8% |
| 3M | +2.0% | +9.6% | -7.7% | +5.3% |
| 6M | +7.1% | -4.7% | +11.8% | +6.7% |
| YTD | +29.8% | -24.6% | +54.3% | +21.7% |
| 1Y | +24.0% | -24.6% | +48.6% | +16.6% |
| 3Y | +27.2% | -79.8% | +106.9% | -13.3% |
| 5Y | +12.8% | -83.3% | +96.1% | -17.1% |
| All | +188.0% | -99.5% | +287.5% | -6.7% |
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