-83.3%
CAPS vs SPY
+21.3%
-104.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -24.0% | +0.2% | -24.2% | -24.2% |
| 3M | -40.6% | +2.8% | -43.4% | -42.0% |
| 6M | -67.2% | +14.3% | -81.5% | -70.8% |
| YTD | -74.0% | +14.0% | -88.0% | -77.0% |
| All | -83.3% | +21.3% | -104.6% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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