+7,886.5%
SPXL vs APD
+787.2%
+7,099.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.7% |
| 7D | -2.9% | -0.2% | -2.6% | -2.0% |
| 30D | -12.4% | +11.0% | -23.4% | -24.5% |
| 3M | -11.8% | +2.0% | -13.8% | -14.9% |
| 6M | -1.4% | +7.1% | -8.5% | -13.8% |
| YTD | +19.0% | +29.8% | -10.8% | -23.9% |
| 1Y | +18.0% | +24.0% | -6.1% | -21.1% |
| 3Y | +220.0% | +27.2% | +192.8% | +82.0% |
| 5Y | +102.6% | +12.8% | +89.8% | +38.7% |
| 10Y | +1,087.3% | +185.0% | +902.3% | +104.8% |
| All | +7,886.5% | +787.2% | +7,099.2% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling