-50.9%
SCC vs SPY
+82.8%
-133.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +1.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.5% |
| 30D | +7.0% | +0.1% | +6.9% | +7.3% |
| 3M | +2.7% | +2.0% | +0.7% | +9.1% |
| 6M | -0.1% | +13.0% | -13.1% | +37.0% |
| YTD | +5.7% | +13.5% | -7.9% | +47.7% |
| 1Y | +2.1% | +20.0% | -17.9% | +64.3% |
| 3Y | -50.8% | +77.2% | -128.0% | +134.7% |
| All | -50.9% | +82.8% | -133.6% | +230.5% |
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 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