+986.6%
APD vs SPXS
-100.0%
+1,086.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.6% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +2.1% | +0.8% | +1.3% | +2.4% |
| 3M | +7.2% | -4.7% | +11.9% | +6.1% |
| 6M | +11.2% | -29.6% | +40.9% | +0.5% |
| YTD | +24.4% | -29.8% | +54.2% | +12.6% |
| 1Y | +6.7% | -38.9% | +45.6% | -7.2% |
| 3Y | +9.2% | -79.6% | +88.9% | -27.6% |
| 5Y | +27.4% | -85.9% | +113.3% | -14.3% |
| 10Y | +164.8% | -99.5% | +264.4% | -21.5% |
| All | +986.6% | -100.0% | +1,086.6% | -14.8% |
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