-99.2%
SCNX vs SPY
+81.0%
-180.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | -0.8% | -0.4% | -0.5% | -0.4% |
| 30D | -11.6% | -1.4% | -10.2% | -10.2% |
| 3M | +0.3% | +3.7% | -3.4% | -3.7% |
| 6M | -5.7% | +13.0% | -18.7% | -16.9% |
| YTD | -28.0% | +12.4% | -40.4% | -35.9% |
| 1Y | -57.6% | +18.5% | -76.1% | -64.1% |
| 3Y | -95.1% | +77.6% | -172.7% | -96.7% |
| 5Y | -99.2% | +81.7% | -180.9% | -99.5% |
| All | -99.2% | +81.0% | -180.2% | -99.5% |
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