+2.2%
SCEC vs SPY
+38.8%
-36.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -1.3% | +3.3% | -4.6% | -1.5% |
| 30D | 0.0% | -2.7% | +2.7% | +0.2% |
| 3M | -2.2% | -1.7% | -0.5% | -2.1% |
| 6M | -2.6% | +3.1% | -5.7% | -2.8% |
| YTD | -2.7% | +11.9% | -14.6% | -3.1% |
| 1Y | -2.4% | +12.0% | -14.3% | -2.8% |
| All | +2.2% | +38.8% | -36.6% | +1.3% |
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