+1,087.3%
SPXL vs APD
+188.9%
+898.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.6% |
| 7D | -2.9% | -0.2% | -2.6% | -2.1% |
| 30D | -12.4% | +11.0% | -23.4% | -22.8% |
| 3M | -11.8% | +2.0% | -13.8% | -14.4% |
| 6M | -1.4% | +7.1% | -8.5% | -11.8% |
| YTD | +19.0% | +29.8% | -10.8% | -19.0% |
| 1Y | +18.0% | +24.0% | -6.1% | -16.3% |
| 3Y | +220.0% | +27.2% | +192.8% | +98.9% |
| 5Y | +102.6% | +12.8% | +89.8% | +49.9% |
| 10Y | +1,087.3% | +185.0% | +902.3% | +154.0% |
| All | +1,087.3% | +188.9% | +898.4% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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