-34.9%
SPXS vs CAPR
+26.9%
-61.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +1.9% |
| 7D | +6.4% | -10.6% | +16.9% | +6.3% |
| 30D | +6.0% | +111.2% | -105.2% | +6.3% |
| 3M | -11.6% | -67.2% | +55.6% | -11.9% |
| 6M | -28.7% | -75.1% | +46.4% | -29.0% |
| YTD | -26.3% | -71.2% | +45.0% | -26.5% |
| 1Y | -34.9% | +31.1% | -66.0% | -35.9% |
| All | -34.9% | +26.9% | -61.8% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling