-99.9%
CAPS vs SPY
+2,954.7%
-3,054.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -14.4% | -2.7% | -11.7% | -13.2% |
| 30D | -54.8% | -5.4% | -49.4% | -53.4% |
| 3M | -76.5% | -4.1% | -72.5% | -76.0% |
| 6M | -83.8% | +0.7% | -84.5% | -83.8% |
| YTD | +160.3% | +8.7% | +151.6% | +150.8% |
| 1Y | +102.1% | +10.9% | +91.3% | +93.3% |
| 3Y | -74.7% | +75.0% | -149.7% | -79.9% |
| 5Y | -88.1% | +67.8% | -155.9% | -90.6% |
| 10Y | -95.3% | +312.9% | -408.1% | -97.6% |
| All | -99.9% | +2,954.7% | -3,054.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling