+955.2%
APH vs SPXL
+1,078.5%
-123.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -5.0% | -2.9% | -2.2% | -4.0% |
| 30D | -8.4% | -12.4% | +4.0% | -3.5% |
| 3M | -4.5% | -11.8% | +7.3% | +0.2% |
| 6M | +25.3% | -1.4% | +26.7% | +25.8% |
| YTD | +18.9% | +19.0% | 0.0% | +10.7% |
| 1Y | +11.9% | +18.0% | -6.0% | +4.6% |
| 3Y | +278.0% | +220.0% | +58.0% | +137.1% |
| 5Y | +306.4% | +102.6% | +203.9% | +177.3% |
| 10Y | +955.2% | +1,087.3% | -132.1% | +240.7% |
| All | +955.2% | +1,078.5% | -123.4% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling