+391.7%
APP vs SPXS
-89.7%
+481.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +3.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.8% |
| 30D | -23.3% | +0.8% | -24.1% | -22.6% |
| 3M | -42.6% | -4.7% | -37.9% | -43.3% |
| 6M | -33.6% | -29.6% | -4.0% | -46.3% |
| YTD | -52.4% | -29.8% | -22.6% | -60.6% |
| 1Y | -35.9% | -38.9% | +3.1% | -50.9% |
| 3Y | +642.2% | -79.6% | +721.8% | +258.2% |
| 5Y | +311.1% | -85.9% | +397.0% | +126.9% |
| All | +391.7% | -89.7% | +481.4% | +145.2% |
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 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