+179.9%
APTV vs SPXS
-100.0%
+279.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -3.9% |
| 7D | +2.0% | -1.5% | +3.5% | +1.3% |
| 30D | -7.7% | +3.7% | -11.4% | -6.0% |
| 3M | -34.0% | -9.6% | -24.4% | -36.5% |
| 6M | -37.1% | -32.4% | -4.7% | -46.1% |
| YTD | -39.9% | -28.7% | -11.2% | -46.8% |
| 1Y | -44.4% | -38.1% | -6.3% | -53.4% |
| 3Y | -54.5% | -80.1% | +25.6% | -73.9% |
| 5Y | -69.1% | -85.9% | +16.8% | -80.7% |
| 10Y | -20.0% | -99.5% | +79.5% | -80.7% |
| All | +179.9% | -100.0% | +279.8% | -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 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