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Funds (13F)

Maplelane Capital, LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+19.7%
S&P 500 +14.1%
Last 12 months
+1.2%
S&P 500 +12.1%
Sharpe ratio
0.76
S&P 500 0.72
Biggest drop
−49.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k$80.0k 2013201520172019202120232025 $107k$57.0k
Maplelane Capital, LLCS&P 500 $10,000 in Maplelane Capital, LLC from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Maplelane Capital, LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Maplelane Capital, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+19.7%+14.1%
Total return+972%+470%
Last 12 months+1.2%+12.1%
Last 3 months−0.5%—
Last month−11.4%—
This year so far+1.1%—
Volatility a year23.4%16.6%
Sharpe ratio0.760.72
Biggest drop−49.6%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)+4.6% (1.18)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
SPCX7.9%——
TXN7.4%——
AMZN6.7%——
NVDA6.6%——
FOXA5.1%——
CLS5.0%——
LSCC4.8%——
TTMI4.5%——
ECHO3.8%——
SNOW3.8%——
CRDO3.5%——
NTRA2.6%——
MSFT2.5%——
LYV2.5%——
SNPS2.4%——
AMD2.3%——
V2.3%——
MSI2.1%——
SGI1.9%——
GOOGL1.8%——
MTZ1.6%——
COHR1.4%——
ENTG1.3%——
LION1.2%——
CBRS1.2%——
DDOG1.2%——
TSM1.1%——
SE1.1%——
STX1.0%——
TLN1.0%——
ROKU0.9%——
WULF0.8%——
FPS0.8%——
COMP0.7%——
FWONK0.7%——
DASH0.7%——
FTAI0.7%——
JHX0.6%——
HUT0.6%——
QNT0.5%——
SG0.4%——
DLR0.3%——
STM0.3%——
CPNG0.3%——
CVNA0.2%——
TMUS0.0%——
T0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+19.7%+14.1%0.760.72−49.6%1.10+4.6% (1.18)
2018 onwards5 Jan 2018 to 2 Nov 2026+19.3%+13.9%0.650.59−49.6%1.08+4.9% (0.92)
Last three years3 Nov 2023 to 2 Nov 2026+21.5%+21.8%0.751.16−28.8%1.47−5.9% (−0.84)
Last year7 Nov 2025 to 2 Nov 2026+5.7%+14.2%0.190.84−15.9%1.67−11.9% (−0.80)
DateCompanyAction
14 Aug 2026WULFBought
14 Aug 2026TXNBought
14 Aug 2026TTMIBought
14 Aug 2026TMUSBought
14 Aug 2026TLNBought
14 Aug 2026TBought
14 Aug 2026STXBought
14 Aug 2026STMBought
14 Aug 2026SPCXBought
14 Aug 2026SNOWBought
14 Aug 2026SGIBought
14 Aug 2026QNTBought
14 Aug 2026MTZBought
14 Aug 2026MSIBought
14 Aug 2026MSFTBought
14 Aug 2026LSCCBought
14 Aug 2026LIONBought
14 Aug 2026JHXBought
14 Aug 2026HUTBought
14 Aug 2026FTAIBought
14 Aug 2026FOXABought
14 Aug 2026ECHOBought
14 Aug 2026DLRBought
14 Aug 2026DDOGBought
14 Aug 2026DASHBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZSold
14 Aug 2026VSTSold
14 Aug 2026UALSold
14 Aug 2026SHWSold
14 Aug 2026PURRSold
14 Aug 2026OKTASold
14 Aug 2026MUSold
14 Aug 2026METASold
14 Aug 2026LRCXSold
14 Aug 2026FIGRSold
14 Aug 2026EQPTSold
14 Aug 2026CHWYSold
14 Aug 2026BTDRSold
14 Aug 2026BABASold
14 Aug 2026BASold
14 Aug 2026ASMLSold
14 Aug 2026ASSold
14 Aug 2026ADISold
15 May 2026UBERSold
15 May 2026TXNSold
15 May 2026TLNSold
15 May 2026TEVASold
15 May 2026TESold
15 May 2026SPOTSold
15 May 2026SNOWSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest