-56.2%
SCKT vs SPY
+79.4%
-135.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +85.7% | +1.3% | +84.4% | +85.1% |
| 7D | +54.8% | -0.9% | +55.7% | +55.5% |
| 30D | -15.6% | -2.4% | -13.2% | -14.8% |
| 3M | -66.6% | -1.2% | -65.4% | -66.3% |
| 6M | -47.2% | +3.3% | -50.5% | -47.3% |
| YTD | -54.5% | +12.3% | -66.8% | -55.7% |
| 1Y | -57.4% | +12.4% | -69.8% | -58.6% |
| All | -56.2% | +79.4% | -135.6% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling