-91.1%
SCKT vs SPY
+808.0%
-899.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | +52.5% | +0.1% | +52.4% | +52.8% |
| 3M | -32.2% | +2.0% | -34.2% | -33.1% |
| 6M | -33.0% | +13.0% | -46.0% | -37.6% |
| YTD | -40.2% | +13.5% | -53.7% | -44.5% |
| 1Y | -41.3% | +20.0% | -61.3% | -47.2% |
| 3Y | -51.6% | +77.2% | -128.8% | -65.0% |
| 5Y | -91.3% | +81.9% | -173.2% | -93.8% |
| 10Y | -76.4% | +314.1% | -390.5% | -89.1% |
| All | -91.1% | +808.0% | -899.1% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling