-99.5%
SPXS vs CAPR
-59.1%
-40.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +26.5% | -30.4% | -3.0% |
| 7D | +1.5% | +25.8% | -24.3% | +2.5% |
| 30D | +6.3% | +50.2% | -43.9% | +8.3% |
| 3M | +4.2% | +185.5% | -181.3% | +9.4% |
| 6M | -7.9% | -64.8% | +56.9% | -8.7% |
| YTD | -27.5% | -61.1% | +33.6% | -27.5% |
| 1Y | -27.0% | +81.0% | -108.0% | -17.0% |
| 3Y | -80.5% | +300.7% | -381.3% | -75.0% |
| 5Y | -84.0% | +223.3% | -307.3% | -78.7% |
| 10Y | -99.5% | -58.8% | -40.8% | -99.2% |
| All | -99.5% | -59.1% | -40.5% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling