+1,044.2%
APD vs SPXS
-100.0%
+1,144.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | -0.3% |
| 7D | -1.2% | +1.5% | -2.6% | -0.3% |
| 30D | +11.0% | +6.3% | +4.7% | +13.8% |
| 3M | +2.6% | +4.2% | -1.7% | +4.6% |
| 6M | +4.8% | -7.9% | +12.7% | +3.3% |
| YTD | +31.0% | -27.5% | +58.5% | +20.5% |
| 1Y | +23.4% | -27.0% | +50.4% | +14.1% |
| 3Y | +28.4% | -80.5% | +108.9% | -16.3% |
| 5Y | +15.2% | -84.0% | +99.2% | -18.9% |
| 10Y | +190.7% | -99.5% | +290.2% | -12.7% |
| All | +1,044.2% | -100.0% | +1,144.2% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling