-88.1%
CAPS vs SPY
+67.4%
-155.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -14.4% | -2.7% | -11.7% | -12.7% |
| 30D | -54.8% | -5.4% | -49.4% | -52.9% |
| 3M | -76.5% | -4.1% | -72.5% | -75.8% |
| 6M | -83.8% | +0.7% | -84.5% | -83.8% |
| YTD | +160.3% | +8.7% | +151.6% | +148.0% |
| 1Y | +102.1% | +10.9% | +91.3% | +91.3% |
| 3Y | -74.7% | +75.0% | -149.7% | -77.2% |
| All | -88.1% | +67.4% | -155.5% | -89.2% |
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 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