+248.6%
SCI vs SPY
+311.8%
-63.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.5% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -3.0% | -2.4% | -0.7% | -1.6% |
| 3M | -9.1% | -1.2% | -8.0% | -8.6% |
| 6M | -1.7% | +3.3% | -5.0% | -4.4% |
| YTD | -2.0% | +12.3% | -14.3% | -10.4% |
| 1Y | -4.9% | +12.4% | -17.4% | -13.2% |
| 3Y | +36.7% | +78.8% | -42.1% | -13.5% |
| 5Y | +22.5% | +75.2% | -52.6% | -22.0% |
| 10Y | +248.6% | +311.1% | -62.5% | +4.6% |
| All | +248.6% | +311.8% | -63.1% | +4.6% |
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