-74.7%
CAPS vs SPY
+75.1%
-149.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.4% |
| 7D | -14.4% | -2.7% | -11.7% | -11.3% |
| 30D | -54.8% | -5.4% | -49.4% | -51.2% |
| 3M | -76.5% | -4.1% | -72.5% | -75.2% |
| 6M | -83.8% | +0.7% | -84.5% | -83.8% |
| YTD | +160.3% | +8.7% | +151.6% | +136.7% |
| 1Y | +102.1% | +10.9% | +91.3% | +81.0% |
| 3Y | -74.7% | +75.0% | -149.7% | -80.0% |
| All | -74.7% | +75.1% | -149.7% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling