undamentalytics Newsletter
Sign in

Funds (13F)

Silver Point Capital L.P.

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

Watch this strategy
Return a year
+10.8%
S&P 500 +14.1%
Last 12 months
−9.1%
S&P 500 +12.1%
Sharpe ratio
0.42
S&P 500 0.78
Biggest drop
−56.2%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$38.6k
Silver Point Capital L.P.S&P 500 $10,000 in Silver Point Capital L.P. 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 Silver Point Capital L.P.'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.

Silver Point Capital L.P.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.8%+14.1%
Total return+286%+470%
Last 12 months−9.1%+12.1%
Last 3 months−2.1%—
Last month+3.6%—
This year so far−14.5%—
Volatility a year30.3%16.0%
Sharpe ratio0.420.78
Biggest drop−56.2%−31.8%
Beta to the S&P 5000.931.00
Alpha a year (t-statistic)+1.2% (0.17)—
Share of weeks up55%—

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
GPOR46.1%——
AERO26.3%——
DHC15.0%——
MSC5.5%——
FSK3.0%——
KLC2.3%——
ULCC1.3%——
FUN0.3%——
FMC0.1%——
SKIN0.1%——

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+10.8%+14.1%0.420.78−56.2%0.93+1.2% (0.17)
2018 onwards5 Jan 2018 to 2 Nov 2026+5.7%+13.9%0.250.66−56.2%0.86−1.6% (−0.16)
Last three years3 Nov 2023 to 2 Nov 2026+17.3%+21.8%0.551.16−25.4%0.53+6.3% (0.42)
Last year7 Nov 2025 to 2 Nov 2026−11.8%+14.2%−0.660.84−25.4%0.06−14.6% (−0.68)
DateCompanyAction
21 Aug 2026FSKBought
21 Aug 2026FMCBought
22 May 2026KLCBought
20 Feb 2026FUNBought
20 Feb 2026AIVBought
20 Feb 2026AEROBought
21 Nov 2025UNITBought
21 Nov 2025SRPTBought
21 Nov 2025LUVBought
21 Nov 2025EIXBought
21 Nov 2025BLCOBought
16 May 2025ULCCBought
16 May 2025PCGBought
21 Feb 2025SGIBought
21 Feb 2025HCCBought
15 Nov 2024TDSBought
15 Nov 2024SKINBought
15 Nov 2024MSCBought
15 Nov 2024MPTBought
15 Nov 2024GPORBought
15 Nov 2024ECHOBought
15 Nov 2024DHCBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026UNITSold
21 Aug 2026ECHOSold
21 Aug 2026BLCOSold
22 May 2026PCGSold
22 May 2026LUVSold
22 May 2026EIXSold
22 May 2026AIVSold
20 Feb 2026TDSSold
20 Feb 2026SRPTSold
21 Nov 2025SGISold
16 May 2025MPTSold
16 May 2025HCCSold

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