+117.9%
SCJ vs SPY
+313.2%
-195.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | +6.0% | +2.0% | +4.0% | +4.8% |
| 6M | +10.3% | +13.0% | -2.8% | +2.4% |
| YTD | +21.8% | +13.5% | +8.3% | +12.8% |
| 1Y | +25.5% | +20.0% | +5.5% | +12.4% |
| 3Y | +68.4% | +77.2% | -8.8% | +18.0% |
| 5Y | +45.5% | +81.9% | -36.4% | -0.7% |
| All | +117.9% | +313.2% | -195.2% | -11.6% |
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