-18.2%
SCAG vs SPY
+14.6%
-32.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -21.2% |
| 7D | -21.9% | -0.7% | -21.1% | -19.0% |
| 30D | +653.4% | -1.0% | +654.4% | +647.7% |
| 3M | +361.5% | -0.3% | +361.9% | +361.2% |
| 6M | +95.1% | +7.3% | +87.8% | +85.1% |
| YTD | -17.6% | +13.3% | -31.0% | -26.7% |
| 1Y | -18.2% | +14.8% | -33.0% | -32.6% |
| All | -18.2% | +14.6% | -32.8% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling