+25.0%
SPXL vs APD
+25.0%
0.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +7.4% | +3.8% | +3.6% | +6.7% |
| 30D | -7.8% | +8.2% | -16.0% | -8.6% |
| 3M | -11.9% | +4.3% | -16.2% | -12.3% |
| 6M | -1.7% | +4.7% | -6.4% | -2.3% |
| YTD | +20.8% | +31.5% | -10.7% | +14.6% |
| 1Y | +25.0% | +23.5% | +1.5% | +20.9% |
| All | +25.0% | +25.0% | 0.0% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling