-84.5%
CAPS vs SPY
+19.4%
-103.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.6% |
| 30D | -35.7% | -0.9% | -34.8% | -35.3% |
| 3M | -43.7% | +3.9% | -47.6% | -45.7% |
| 6M | -71.0% | +14.5% | -85.5% | -74.2% |
| YTD | -75.3% | +12.9% | -88.3% | -78.1% |
| 1Y | -84.5% | +19.4% | -103.8% | -87.9% |
| All | -84.5% | +19.4% | -103.9% | -87.9% |
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