-89.1%
CAPS vs SPY
+72.1%
-161.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | -8.4% | +2.6% | -11.0% | -9.9% |
| 30D | -51.7% | -2.0% | -49.7% | -50.7% |
| 3M | -73.6% | -2.8% | -70.9% | -73.0% |
| 6M | -81.3% | +2.1% | -83.4% | -81.4% |
| YTD | +138.4% | +11.5% | +126.9% | +123.5% |
| 1Y | +68.9% | +13.5% | +55.5% | +57.5% |
| 3Y | -76.8% | +77.7% | -154.5% | -79.4% |
| All | -89.1% | +72.1% | -161.2% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling