+13.4%
SCSC vs SPY
+67.0%
-53.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -4.4% | -16.5% | -16.4% |
| 7D | -23.6% | -4.7% | -18.9% | -19.0% |
| 30D | -26.0% | -5.9% | -20.1% | -20.6% |
| 3M | -21.4% | -4.5% | -16.9% | -16.9% |
| 6M | +6.7% | +1.8% | +4.9% | +5.8% |
| YTD | +15.4% | +8.3% | +7.1% | +8.0% |
| 1Y | +7.6% | +9.3% | -1.7% | -0.1% |
| 3Y | +40.7% | +74.9% | -34.1% | -14.4% |
| 5Y | +13.4% | +67.3% | -53.9% | -24.3% |
| All | +13.4% | +67.0% | -53.6% | -24.3% |
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