+47.8%
APH vs SPXS
-40.2%
+88.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.6% |
| 7D | +5.0% | -0.1% | +5.0% | +4.9% |
| 30D | -3.9% | +0.8% | -4.7% | -3.3% |
| 3M | +13.0% | -4.7% | +17.7% | +12.0% |
| 6M | +25.2% | -29.6% | +54.8% | +5.3% |
| YTD | +22.9% | -29.8% | +52.7% | +4.4% |
| 1Y | +47.8% | -38.9% | +86.8% | +18.2% |
| All | +47.8% | -40.2% | +88.1% | +18.2% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling