-86.0%
SPXU vs CAPR
+76.3%
-162.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.3% |
| 7D | +1.3% | -12.6% | +13.9% | +1.0% |
| 30D | +5.1% | +124.4% | -119.3% | +7.6% |
| 3M | -9.1% | -66.8% | +57.6% | -10.2% |
| 6M | -29.6% | -71.8% | +42.2% | -30.6% |
| YTD | -27.7% | -70.1% | +42.4% | -28.5% |
| 1Y | -37.0% | +33.3% | -70.3% | -31.5% |
| 3Y | -80.2% | +36.7% | -116.9% | -74.3% |
| 5Y | -86.0% | +72.5% | -158.5% | -77.8% |
| All | -86.0% | +76.3% | -162.3% | -77.8% |
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 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