-85.9%
SPXS vs CAPR
+87.6%
-173.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.3% | +1.6% |
| 7D | -1.5% | -9.5% | +7.9% | -1.8% |
| 30D | +3.7% | +121.5% | -117.8% | +6.1% |
| 3M | -9.6% | -65.4% | +55.8% | -10.6% |
| 6M | -32.4% | -67.5% | +35.1% | -33.1% |
| YTD | -28.7% | -68.6% | +39.9% | -29.4% |
| 1Y | -38.1% | +42.7% | -80.8% | -32.4% |
| 3Y | -80.1% | +43.4% | -123.5% | -74.3% |
| 5Y | -85.9% | +86.0% | -171.9% | -77.5% |
| All | -85.9% | +87.6% | -173.5% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling