+219.6%
SPXL vs APTV
-56.4%
+276.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.1% |
| 7D | -1.3% | -1.2% | -0.1% | -0.8% |
| 30D | -5.0% | -10.6% | +5.6% | +0.3% |
| 3M | +7.6% | -35.0% | +42.6% | +32.4% |
| 6M | +33.6% | -38.9% | +72.5% | +67.9% |
| YTD | +28.1% | -41.5% | +69.6% | +63.4% |
| 1Y | +43.6% | -45.8% | +89.4% | +91.8% |
| All | +219.6% | -56.4% | +276.0% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling