+237.9%
SCI vs SPY
+305.4%
-67.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | -3.4% | -2.7% | -0.7% | -1.7% |
| 30D | -4.1% | -5.4% | +1.3% | -0.6% |
| 3M | -12.8% | -4.1% | -8.7% | -10.5% |
| 6M | -5.1% | +0.7% | -5.8% | -6.2% |
| YTD | -4.1% | +8.7% | -12.8% | -10.4% |
| 1Y | -6.5% | +10.9% | -17.3% | -13.9% |
| 3Y | +31.1% | +75.0% | -43.9% | -15.9% |
| 5Y | +20.1% | +67.8% | -47.7% | -21.2% |
| All | +237.9% | +305.4% | -67.5% | +5.1% |
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