-91.4%
SCKT vs SPY
+312.9%
-404.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -15.2% | -2.7% | -12.4% | -13.7% |
| 30D | -57.6% | -5.4% | -52.2% | -56.1% |
| 3M | -28.2% | -4.1% | -24.1% | -25.9% |
| 6M | -67.4% | +0.7% | -68.1% | -67.5% |
| YTD | -72.5% | +8.7% | -81.2% | -73.9% |
| 1Y | -74.1% | +10.9% | -85.0% | -75.7% |
| 3Y | -72.3% | +75.0% | -147.3% | -80.7% |
| 5Y | -95.5% | +67.8% | -163.3% | -96.8% |
| All | -91.4% | +312.9% | -404.2% | -96.6% |
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