-98.1%
SCAG vs SPY
+27.1%
-125.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.5% |
| 30D | -25.1% | +0.1% | -25.2% | -25.2% |
| 3M | -2.1% | +2.0% | -4.1% | -0.8% |
| 6M | -83.5% | +13.0% | -96.5% | -85.5% |
| YTD | -86.3% | +13.5% | -99.8% | -88.2% |
| 1Y | -92.3% | +20.0% | -112.2% | -94.0% |
| All | -98.1% | +27.1% | -125.2% | -99.1% |
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 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