+7,977.0%
SPXL vs APD
+778.2%
+7,198.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +4.1% |
| 7D | -0.9% | -1.6% | +0.7% | +1.9% |
| 30D | -11.4% | +10.6% | -22.0% | -23.2% |
| 3M | -10.8% | +2.5% | -13.3% | -14.7% |
| 6M | -0.3% | +6.0% | -6.2% | -11.6% |
| YTD | +20.3% | +28.4% | -8.1% | -21.9% |
| 1Y | +24.7% | +22.2% | +2.6% | -14.8% |
| 3Y | +238.6% | +26.6% | +212.0% | +93.6% |
| 5Y | +100.0% | +11.8% | +88.2% | +38.5% |
| 10Y | +1,108.4% | +187.8% | +920.7% | +104.5% |
| All | +7,977.0% | +778.2% | +7,198.9% | +141.6% |
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