-99.1%
SCNX vs SPY
+318.9%
-418.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -3.2% | -2.0% | -1.3% | -1.8% |
| 30D | -12.5% | -1.7% | -10.8% | -11.4% |
| 3M | +1.4% | +4.7% | -3.3% | -1.9% |
| 6M | -8.0% | +12.5% | -20.5% | -15.0% |
| YTD | -29.8% | +11.7% | -41.5% | -34.6% |
| 1Y | -59.8% | +17.5% | -77.3% | -63.7% |
| 3Y | -95.2% | +76.6% | -171.7% | -96.4% |
| 5Y | -99.3% | +82.0% | -181.3% | -99.5% |
| All | -99.1% | +318.9% | -418.0% | -99.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling