-100.0%
SPXS vs CAPR
-98.1%
-1.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | +0.8% | +139.2% | -138.4% | +3.8% |
| 3M | -4.7% | -66.4% | +61.7% | -5.9% |
| 6M | -29.6% | -63.1% | +33.5% | -30.1% |
| YTD | -29.8% | -67.4% | +37.6% | -30.4% |
| 1Y | -38.9% | +58.2% | -97.2% | -32.8% |
| 3Y | -79.6% | +42.2% | -121.8% | -76.5% |
| 5Y | -85.9% | +87.3% | -173.2% | -83.2% |
| 10Y | -99.5% | -75.3% | -24.3% | -99.4% |
| All | -100.0% | -98.1% | -1.9% | -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