-100.0%
SPXS vs CAPR
-98.0%
-2.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.4% | -16.4% | -6.7% |
| 7D | -1.5% | +36.0% | -37.5% | -0.6% |
| 30D | +9.6% | +25.8% | -16.2% | +10.5% |
| 3M | +8.5% | +140.8% | -132.4% | +12.0% |
| 6M | -5.8% | -67.6% | +61.8% | -6.7% |
| YTD | -25.4% | -65.9% | +40.5% | -25.7% |
| 1Y | -28.8% | +66.1% | -94.9% | -21.5% |
| 3Y | -80.9% | +256.9% | -337.8% | -77.3% |
| 5Y | -83.1% | +172.1% | -255.2% | -79.6% |
| 10Y | -99.5% | -64.7% | -34.8% | -99.3% |
| All | -100.0% | -98.0% | -2.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling