-94.8%
SCC vs SPY
+304.1%
-398.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | -0.5% |
| 7D | -7.1% | -0.6% | -6.5% | -7.2% |
| 30D | -13.9% | -3.7% | -10.2% | -18.7% |
| 3M | -3.1% | -2.7% | -0.3% | -6.4% |
| 6M | -3.3% | +2.2% | -5.5% | +3.6% |
| YTD | -5.6% | +10.8% | -16.4% | +20.1% |
| 1Y | -5.7% | +11.2% | -16.9% | +21.5% |
| 3Y | -60.0% | +76.5% | -136.5% | +37.1% |
| 5Y | -54.2% | +72.9% | -127.1% | +98.2% |
| 10Y | -94.8% | +304.8% | -399.6% | -24.5% |
| All | -94.8% | +304.1% | -398.9% | -24.5% |
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