+4.0%
SCEP vs SPY
+11.0%
-7.1%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -2.3% | -3.3% | +1.0% | +0.3% |
| 3M | -3.0% | -2.4% | -0.6% | -1.2% |
| 6M | +1.9% | +2.6% | -0.7% | 0.0% |
| YTD | +4.5% | +11.2% | -6.7% | -3.2% |
| All | +4.0% | +11.0% | -7.1% | -3.1% |
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 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