+4.9%
APD vs SPXS
-34.6%
+39.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.4% |
| 7D | -3.5% | +6.4% | -9.9% | -3.1% |
| 30D | -5.1% | +6.0% | -11.0% | -4.7% |
| 3M | +6.9% | -11.6% | +18.5% | +6.2% |
| 6M | +8.1% | -28.7% | +36.8% | +6.2% |
| YTD | +21.2% | -26.3% | +47.5% | +19.8% |
| 1Y | +4.9% | -34.9% | +39.8% | -2.2% |
| All | +4.9% | -34.6% | +39.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling