+169.1%
APD vs SPXS
-99.5%
+268.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.4% |
| 7D | -4.6% | +1.2% | -5.8% | -4.2% |
| 30D | -4.2% | +5.2% | -9.4% | -2.7% |
| 3M | +5.0% | -9.2% | +14.1% | +2.6% |
| 6M | +8.9% | -29.6% | +38.5% | -0.7% |
| YTD | +21.9% | -27.6% | +49.5% | +12.4% |
| 1Y | +5.6% | -36.7% | +42.3% | -6.0% |
| 3Y | +6.9% | -79.8% | +86.7% | -27.1% |
| 5Y | +25.3% | -85.9% | +111.2% | -12.6% |
| 10Y | +169.1% | -99.5% | +268.6% | -13.1% |
| All | +169.1% | -99.5% | +268.6% | -13.1% |
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