+3.4%
SCEP vs SPY
+12.2%
-8.8%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | -3.4% | -1.4% | -2.0% | -2.4% |
| 3M | +1.5% | +3.7% | -2.2% | -1.2% |
| 6M | +4.7% | +13.0% | -8.3% | -4.3% |
| YTD | +3.9% | +12.4% | -8.5% | -4.5% |
| All | +3.4% | +12.2% | -8.8% | -4.5% |
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