+528.8%
APP vs SPXS
-89.0%
+617.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.0% | +11.8% | -0.1% |
| 7D | +79.2% | -1.5% | +80.7% | +75.0% |
| 30D | +48.0% | +9.6% | +38.4% | +57.6% |
| 3M | +18.2% | +8.5% | +9.8% | +25.7% |
| 6M | -12.5% | -5.8% | -6.7% | -14.0% |
| YTD | -39.2% | -25.4% | -13.8% | -47.3% |
| 1Y | -33.9% | -28.8% | -5.0% | -43.9% |
| 3Y | +933.3% | -80.9% | +1,014.2% | +371.3% |
| 5Y | +295.9% | -83.1% | +379.0% | +141.4% |
| All | +528.8% | -89.0% | +617.9% | +228.0% |
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