-41.4%
SCKT vs SPY
+20.8%
-62.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.5% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | +52.3% | +0.1% | +52.3% | +51.8% |
| 3M | -32.3% | +2.0% | -34.3% | -30.4% |
| 6M | -33.0% | +13.0% | -46.0% | -28.4% |
| YTD | -40.3% | +13.5% | -53.8% | -36.4% |
| 1Y | -41.4% | +20.0% | -61.4% | -43.3% |
| All | -41.4% | +20.8% | -62.2% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling