-99.7%
SCC vs SPY
+660.9%
-760.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.1% |
| 7D | +4.1% | +0.1% | +4.0% | +4.4% |
| 30D | +7.0% | +0.1% | +6.9% | +7.3% |
| 3M | +2.7% | +2.0% | +0.7% | +7.8% |
| 6M | -0.1% | +13.0% | -13.1% | +27.7% |
| YTD | +5.7% | +13.5% | -7.9% | +37.1% |
| 1Y | +2.1% | +20.0% | -17.9% | +47.8% |
| 3Y | -50.8% | +77.2% | -128.0% | +66.1% |
| 5Y | -51.1% | +81.9% | -133.0% | +120.6% |
| 10Y | -94.0% | +314.1% | -408.1% | +38.7% |
| All | -99.7% | +660.9% | -760.6% | -47.0% |
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