-55.4%
APTV vs SPXS
-79.5%
+24.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.1% |
| 7D | -1.2% | +1.2% | -2.4% | -0.6% |
| 30D | -10.6% | +5.2% | -15.8% | -8.6% |
| 3M | -35.0% | -9.2% | -25.8% | -37.0% |
| 6M | -38.9% | -29.6% | -9.3% | -45.8% |
| YTD | -41.5% | -27.6% | -13.9% | -47.1% |
| 1Y | -45.8% | -36.7% | -9.1% | -53.1% |
| All | -55.4% | -79.5% | +24.1% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling