+141.1%
SPXL vs APTV
-69.7%
+210.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -3.7% |
| 7D | -6.0% | -1.8% | -4.2% | -5.0% |
| 30D | -5.8% | -7.9% | +2.1% | -0.5% |
| 3M | +10.9% | -29.9% | +40.8% | +39.4% |
| 6M | +31.9% | -36.6% | +68.5% | +74.4% |
| YTD | +25.8% | -40.0% | +65.7% | +71.0% |
| 1Y | +39.8% | -44.0% | +83.8% | +100.6% |
| 3Y | +219.9% | -54.5% | +274.4% | +415.7% |
| 5Y | +141.1% | -68.8% | +209.9% | +449.3% |
| All | +141.1% | -69.7% | +210.7% | +449.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling