-99.5%
SPXS vs CAPR
-63.2%
-36.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.8% | +0.7% |
| 7D | -9.5% | +19.1% | -28.5% | -8.7% |
| 30D | +7.4% | +48.8% | -41.5% | +9.3% |
| 3M | +6.1% | +144.4% | -138.3% | +10.7% |
| 6M | -7.3% | -67.5% | +60.2% | -8.3% |
| YTD | -26.7% | -64.5% | +37.8% | -27.0% |
| 1Y | -26.2% | +74.4% | -100.6% | -16.1% |
| 3Y | -80.3% | +265.7% | -346.1% | -74.8% |
| 5Y | -83.4% | +196.0% | -279.4% | -78.1% |
| All | -99.5% | -63.2% | -36.3% | -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