+60.8%
SCD vs SPY
+78.4%
-17.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | +1.6% | -3.7% | +5.3% | +4.1% |
| 3M | -1.8% | -2.7% | +1.0% | -0.1% |
| 6M | +3.3% | +2.2% | +1.1% | +1.4% |
| YTD | +9.6% | +10.8% | -1.3% | +1.3% |
| 1Y | +11.8% | +11.2% | +0.5% | +3.0% |
| 3Y | +60.8% | +76.5% | -15.7% | +4.1% |
| All | +60.8% | +78.4% | -17.6% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling