-53.0%
SCC vs SPY
+71.5%
-124.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.2% | -0.5% |
| 7D | -6.0% | +0.1% | -6.1% | -4.9% |
| 30D | -14.0% | -3.3% | -10.7% | -19.5% |
| 3M | -2.7% | -2.4% | -0.3% | -6.4% |
| 6M | -3.4% | +2.6% | -6.0% | +5.7% |
| YTD | -5.7% | +11.2% | -17.0% | +27.7% |
| 1Y | -8.3% | +13.4% | -21.7% | +30.8% |
| 3Y | -61.3% | +79.9% | -141.2% | +91.5% |
| 5Y | -53.0% | +72.2% | -125.2% | +184.8% |
| All | -53.0% | +71.5% | -124.5% | +184.8% |
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 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