-80.2%
SCKT vs SPY
+311.3%
-391.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.7% |
| 7D | -4.4% | +0.5% | -5.0% | -4.7% |
| 30D | +47.0% | -0.9% | +48.0% | +48.2% |
| 3M | -33.3% | +3.9% | -37.2% | -34.9% |
| 6M | -41.5% | +14.5% | -56.0% | -46.2% |
| YTD | -43.8% | +12.9% | -56.7% | -48.0% |
| 1Y | -44.3% | +19.4% | -63.7% | -50.3% |
| 3Y | -53.8% | +78.5% | -132.2% | -68.2% |
| 5Y | -91.6% | +81.8% | -173.3% | -94.3% |
| 10Y | -80.2% | +311.5% | -391.7% | -91.9% |
| All | -80.2% | +311.3% | -391.5% | -91.9% |
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