-93.4%
SCAG vs SPY
+24.0%
-117.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +10.0% |
| 7D | -43.4% | -0.6% | -42.8% | -41.0% |
| 30D | +426.6% | -3.7% | +430.3% | +549.1% |
| 3M | +170.5% | -2.7% | +173.2% | +235.2% |
| 6M | +22.2% | +2.2% | +20.0% | +48.0% |
| YTD | -51.5% | +10.8% | -62.3% | -47.9% |
| 1Y | -50.3% | +11.2% | -61.5% | -49.1% |
| All | -93.4% | +24.0% | -117.4% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling