-71.4%
APYX vs SPY
+81.0%
-152.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -11.8% | -1.4% | -10.5% | -10.3% |
| 3M | -37.2% | +3.7% | -40.9% | -40.0% |
| 6M | -11.1% | +13.0% | -24.1% | -23.9% |
| YTD | -12.9% | +12.4% | -25.3% | -24.5% |
| 1Y | +48.1% | +18.5% | +29.5% | +19.4% |
| 3Y | -30.8% | +77.6% | -108.5% | -64.3% |
| 5Y | -71.4% | +81.7% | -153.0% | -84.5% |
| All | -71.4% | +81.0% | -152.4% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling