-100.0%
SCNI vs SPY
+338.8%
-438.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | -25.9% | +0.1% | -26.0% | -26.1% |
| 30D | -25.6% | +0.1% | -25.7% | -25.8% |
| 3M | -57.6% | +2.0% | -59.6% | -58.4% |
| 6M | -78.1% | +13.0% | -91.1% | -80.2% |
| YTD | -73.9% | +13.5% | -87.4% | -76.5% |
| 1Y | -88.1% | +20.0% | -108.0% | -89.7% |
| 3Y | -98.6% | +77.2% | -175.8% | -99.1% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| 10Y | -100.0% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +338.8% | -438.7% | -100.0% |
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