+1,021.9%
APD vs SPXS
-100.0%
+1,121.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +9.1% | -0.2% |
| 7D | -1.6% | -1.5% | -0.1% | -1.6% |
| 30D | +10.6% | +9.6% | +1.0% | +14.4% |
| 3M | +2.5% | +8.5% | -5.9% | +5.8% |
| 6M | +6.0% | -5.8% | +11.7% | +5.2% |
| YTD | +28.4% | -25.4% | +53.8% | +19.2% |
| 1Y | +22.2% | -28.8% | +51.0% | +12.0% |
| 3Y | +26.6% | -80.9% | +107.5% | -18.0% |
| 5Y | +11.8% | -83.1% | +94.9% | -20.0% |
| 10Y | +187.8% | -99.5% | +287.3% | -12.8% |
| All | +1,021.9% | -100.0% | +1,121.9% | -9.8% |
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