-99.7%
SCC vs SPY
+645.5%
-745.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.2% | -1.8% |
| 7D | -6.0% | +0.1% | -6.1% | -5.0% |
| 30D | -14.0% | -3.3% | -10.7% | -18.1% |
| 3M | -2.7% | -2.4% | -0.3% | -5.3% |
| 6M | -3.4% | +2.6% | -6.0% | +3.9% |
| YTD | -5.7% | +11.2% | -17.0% | +19.6% |
| 1Y | -8.3% | +13.4% | -21.7% | +21.1% |
| 3Y | -61.3% | +79.9% | -141.2% | +33.7% |
| 5Y | -53.0% | +72.2% | -125.2% | +94.8% |
| 10Y | -94.8% | +307.3% | -402.2% | +17.8% |
| All | -99.7% | +645.5% | -745.2% | -53.7% |
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