-93.6%
SCAG vs SPY
+21.6%
-115.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.2% | +0.3% | -17.6% | -19.9% |
| 7D | -53.6% | -2.7% | -50.9% | -40.3% |
| 30D | +436.3% | -5.4% | +441.7% | +708.9% |
| 3M | +160.2% | -4.1% | +164.3% | +296.7% |
| 6M | +16.1% | +0.7% | +15.4% | +70.4% |
| YTD | -52.9% | +8.7% | -61.6% | -38.3% |
| 1Y | -52.0% | +10.9% | -62.9% | -42.1% |
| All | -93.6% | +21.6% | -115.2% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling