+8,771.7%
SPXL vs APD
+750.5%
+8,021.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | +0.2% |
| 7D | +0.1% | -2.2% | +2.3% | +3.1% |
| 30D | -0.9% | +2.1% | -3.0% | -4.2% |
| 3M | +2.0% | +7.2% | -5.1% | -10.2% |
| 6M | +33.5% | +11.2% | +22.3% | +9.2% |
| YTD | +32.2% | +24.4% | +7.8% | -9.8% |
| 1Y | +48.9% | +6.7% | +42.2% | +21.6% |
| 3Y | +222.9% | +9.2% | +213.6% | +125.4% |
| 5Y | +140.7% | +27.4% | +113.4% | +34.2% |
| 10Y | +1,192.7% | +164.8% | +1,027.8% | +150.6% |
| All | +8,771.7% | +750.5% | +8,021.2% | +179.1% |
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