-98.4%
SCAG vs SPY
+25.8%
-124.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -4.1% |
| 7D | -14.4% | -0.4% | -14.0% | -14.7% |
| 30D | -35.0% | -1.4% | -33.6% | -36.0% |
| 3M | -20.4% | +3.7% | -24.1% | -18.7% |
| 6M | -86.3% | +13.0% | -99.3% | -88.3% |
| YTD | -88.3% | +12.4% | -100.7% | -90.1% |
| 1Y | -93.2% | +18.5% | -111.7% | -94.8% |
| All | -98.4% | +25.8% | -124.2% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling