+18.0%
SPXL vs APD
+23.0%
-5.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.9% | -0.2% | -2.6% | -2.7% |
| 30D | -12.4% | +11.0% | -23.4% | -13.3% |
| 3M | -11.8% | +2.0% | -13.8% | -11.8% |
| 6M | -1.4% | +7.1% | -8.5% | -2.2% |
| YTD | +19.0% | +29.8% | -10.8% | +13.4% |
| 1Y | +18.0% | +24.0% | -6.1% | +13.5% |
| All | +18.0% | +23.0% | -5.1% | +13.5% |
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