-18.4%
APTV vs SPXS
-99.6%
+81.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -1.4% |
| 7D | -5.0% | +2.5% | -7.5% | -3.9% |
| 30D | -6.1% | +4.2% | -10.3% | -4.1% |
| 3M | -33.0% | -9.3% | -23.7% | -35.6% |
| 6M | -35.2% | -30.7% | -4.5% | -44.0% |
| YTD | -40.1% | -28.1% | -12.1% | -46.9% |
| 1Y | -45.6% | -35.1% | -10.5% | -53.5% |
| 3Y | -54.4% | -79.6% | +25.2% | -73.7% |
| 5Y | -68.9% | -86.3% | +17.4% | -80.9% |
| All | -18.4% | -99.6% | +81.1% | -79.9% |
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