+67.6%
CAPS vs SPY
+11.8%
+55.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.4% | -12.5% | -11.8% |
| 7D | -7.4% | +3.3% | -10.7% | -16.1% |
| 30D | -51.1% | -2.7% | -48.4% | -45.6% |
| 3M | -74.5% | -1.7% | -72.7% | -72.6% |
| 6M | -82.7% | +3.1% | -85.8% | -84.2% |
| YTD | +141.1% | +11.9% | +129.2% | +25.2% |
| 1Y | +67.6% | +12.0% | +55.6% | -13.4% |
| All | +67.6% | +11.8% | +55.9% | -13.4% |
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 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