-99.6%
SCNX vs SPY
+441.4%
-541.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -4.1% | +0.1% | -4.2% | -4.1% |
| 3M | -1.8% | +2.0% | -3.8% | -3.1% |
| 6M | -6.8% | +13.0% | -19.8% | -13.8% |
| YTD | -26.9% | +13.5% | -40.4% | -32.3% |
| 1Y | -59.8% | +20.0% | -79.8% | -64.1% |
| 3Y | -94.8% | +77.2% | -172.0% | -96.1% |
| 5Y | -99.2% | +81.9% | -181.1% | -99.4% |
| 10Y | -99.1% | +314.1% | -413.1% | -99.5% |
| All | -99.6% | +441.4% | -541.0% | -99.8% |
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