+22.9%
SCSC vs SPY
+312.9%
-289.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.4% |
| 7D | -25.9% | -2.7% | -23.2% | -22.6% |
| 30D | -28.3% | -5.4% | -22.9% | -22.7% |
| 3M | -24.9% | -4.1% | -20.8% | -20.3% |
| 6M | +4.5% | +0.7% | +3.8% | +4.5% |
| YTD | +9.5% | +8.7% | +0.9% | +0.5% |
| 1Y | +3.9% | +10.9% | -7.0% | -6.9% |
| 3Y | +33.4% | +75.0% | -41.6% | -29.7% |
| 5Y | +7.6% | +67.8% | -60.2% | -40.8% |
| All | +22.9% | +312.9% | -289.9% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling