+1,319.3%
SCI vs SPY
+3,091.8%
-1,772.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.7% | +0.1% | -3.7% | -3.7% |
| 3M | +18.3% | +2.0% | +16.3% | +15.9% |
| 6M | +1.2% | +13.0% | -11.9% | -9.2% |
| YTD | +6.4% | +13.5% | -7.2% | -5.0% |
| 1Y | +6.4% | +20.0% | -13.6% | -9.5% |
| 3Y | +35.4% | +77.2% | -41.8% | -18.6% |
| 5Y | +40.2% | +81.9% | -41.7% | -19.1% |
| 10Y | +261.1% | +314.1% | -53.0% | +1.2% |
| All | +1,319.3% | +3,091.8% | -1,772.5% | -22.8% |
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