+222.1%
SCJ vs SPY
+625.6%
-403.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 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% | +4.6% |
| 6M | +10.3% | +13.0% | -2.8% | +1.5% |
| YTD | +21.8% | +13.5% | +8.3% | +11.7% |
| 1Y | +25.5% | +20.0% | +5.5% | +10.8% |
| 3Y | +68.4% | +77.2% | -8.8% | +12.4% |
| 5Y | +45.5% | +81.9% | -36.4% | -6.1% |
| 10Y | +123.6% | +314.1% | -190.4% | -22.5% |
| All | +222.1% | +625.6% | -403.5% | -34.3% |
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