-98.7%
SCNI vs SPY
+78.7%
-177.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.1% |
| 7D | -30.9% | +0.5% | -31.4% | -31.3% |
| 30D | -30.6% | -0.9% | -29.7% | -30.1% |
| 3M | -58.3% | +3.9% | -62.2% | -59.9% |
| 6M | -78.2% | +14.5% | -92.7% | -80.6% |
| YTD | -76.1% | +12.9% | -89.0% | -78.5% |
| 1Y | -88.8% | +19.4% | -108.2% | -90.2% |
| 3Y | -98.7% | +78.5% | -177.2% | -99.3% |
| All | -98.7% | +78.7% | -177.4% | -99.3% |
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