-92.5%
SCKT vs SPY
+74.0%
-166.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +64.3% | +3.3% | +61.0% | +61.7% |
| 30D | -14.8% | -2.7% | -12.1% | -13.1% |
| 3M | -71.8% | -1.7% | -70.0% | -71.2% |
| 6M | -46.5% | +3.1% | -49.6% | -47.1% |
| YTD | -54.9% | +11.9% | -66.8% | -57.7% |
| 1Y | -57.4% | +12.0% | -69.4% | -60.1% |
| 3Y | -57.8% | +78.2% | -136.0% | -71.9% |
| 5Y | -92.5% | +73.2% | -165.8% | -94.2% |
| All | -92.5% | +74.0% | -166.6% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling