-27.0%
SPXS vs CAPR
+90.5%
-117.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +26.5% | -30.4% | -3.8% |
| 7D | +1.5% | +25.8% | -24.3% | +1.6% |
| 30D | +6.3% | +50.2% | -43.9% | +6.5% |
| 3M | +4.2% | +185.5% | -181.3% | +4.7% |
| 6M | -7.9% | -64.8% | +56.9% | -8.1% |
| YTD | -27.5% | -61.1% | +33.6% | -27.6% |
| 1Y | -27.0% | +81.0% | -108.0% | -26.5% |
| All | -27.0% | +90.5% | -117.5% | -26.5% |
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