-26.3%
SPXU vs CAPR
+65.7%
-92.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.8% | +1.0% |
| 7D | -9.4% | +19.1% | -28.4% | -9.3% |
| 30D | +7.4% | +48.8% | -41.4% | +7.6% |
| 3M | +6.2% | +144.4% | -138.2% | +6.6% |
| 6M | -7.2% | -67.5% | +60.3% | -7.4% |
| YTD | -26.8% | -64.5% | +37.8% | -26.9% |
| 1Y | -26.3% | +74.4% | -100.7% | -25.8% |
| All | -26.3% | +65.7% | -92.0% | -25.8% |
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