-5.7%
SCC vs SPY
+11.9%
-17.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | -0.7% |
| 7D | -7.1% | -0.6% | -6.5% | -7.3% |
| 30D | -13.9% | -3.7% | -10.2% | -19.8% |
| 3M | -3.1% | -2.7% | -0.3% | -7.3% |
| 6M | -3.3% | +2.2% | -5.5% | +5.6% |
| YTD | -5.6% | +10.8% | -16.4% | +28.7% |
| 1Y | -5.7% | +11.2% | -16.9% | +30.9% |
| All | -5.7% | +11.9% | -17.6% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling