+367.9%
APP vs SPXS
-89.4%
+457.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -1.2% |
| 7D | -4.4% | +1.2% | -5.6% | -3.5% |
| 30D | -10.0% | +5.2% | -15.2% | -6.4% |
| 3M | -41.4% | -9.2% | -32.3% | -44.1% |
| 6M | -41.0% | -29.6% | -11.4% | -52.3% |
| YTD | -54.7% | -27.6% | -27.1% | -61.7% |
| 1Y | -45.3% | -36.7% | -8.6% | -57.1% |
| 3Y | +624.3% | -79.8% | +704.1% | +247.5% |
| 5Y | +329.1% | -85.9% | +415.0% | +140.6% |
| All | +367.9% | -89.4% | +457.3% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling