+197.6%
SCD vs SPY
+315.0%
-117.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.9% |
| 7D | -1.5% | +0.1% | -1.5% | -1.7% |
| 30D | +1.3% | -3.3% | +4.6% | +4.2% |
| 3M | -2.1% | -2.4% | +0.3% | -0.2% |
| 6M | +3.0% | +2.6% | +0.4% | +0.1% |
| YTD | +9.2% | +11.2% | -2.0% | -1.7% |
| 1Y | +12.8% | +13.4% | -0.6% | -0.3% |
| 3Y | +64.2% | +79.9% | -15.7% | -7.5% |
| 5Y | +56.8% | +72.2% | -15.4% | -8.3% |
| 10Y | +197.6% | +307.3% | -109.7% | -22.1% |
| All | +197.6% | +315.0% | -117.4% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling