-84.2%
CAPS vs SPY
+20.8%
-105.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -28.0% | +0.1% | -28.1% | -28.1% |
| 3M | -45.5% | +2.0% | -47.4% | -46.3% |
| 6M | -69.5% | +13.0% | -82.5% | -72.6% |
| YTD | -75.3% | +13.5% | -88.9% | -78.1% |
| 1Y | -84.2% | +20.0% | -104.2% | -87.4% |
| All | -84.2% | +20.8% | -105.1% | -87.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling