-95.8%
CAPS vs SPY
+315.0%
-410.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.4% | +8.2% | +9.6% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -50.0% | -3.3% | -46.7% | -49.2% |
| 3M | -75.0% | -2.4% | -72.6% | -74.7% |
| 6M | -81.1% | +2.6% | -83.6% | -81.2% |
| YTD | +187.7% | +11.2% | +176.4% | +177.2% |
| 1Y | +98.1% | +13.4% | +84.7% | +90.1% |
| 3Y | -72.0% | +79.9% | -151.9% | -75.1% |
| 5Y | -86.9% | +72.2% | -159.1% | -88.2% |
| 10Y | -95.8% | +307.3% | -403.1% | -97.2% |
| All | -95.8% | +315.0% | -410.8% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling