-99.5%
SPXU vs CAPR
-78.6%
-20.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.8% | +1.7% |
| 7D | +6.4% | -10.6% | +16.9% | +6.0% |
| 30D | +5.9% | +111.2% | -105.2% | +9.5% |
| 3M | -11.7% | -67.2% | +55.6% | -13.1% |
| 6M | -28.7% | -75.1% | +46.5% | -30.4% |
| YTD | -26.4% | -71.2% | +44.9% | -27.5% |
| 1Y | -35.2% | +31.1% | -66.4% | -27.3% |
| 3Y | -79.8% | +31.3% | -111.1% | -75.3% |
| 5Y | -86.1% | +69.4% | -155.4% | -82.0% |
| All | -99.5% | -78.6% | -20.9% | -99.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling