+4.8%
APD vs SPXS
-8.9%
+13.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.6% |
| 7D | -1.2% | +1.5% | -2.6% | -1.1% |
| 30D | +11.0% | +6.3% | +4.7% | +11.2% |
| 3M | +2.6% | +4.2% | -1.7% | +2.8% |
| 6M | +4.8% | -7.9% | +12.7% | +4.2% |
| All | +4.8% | -8.9% | +13.7% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling