+2,522.3%
SCSC vs SPY
+2,677.8%
-155.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -4.4% | -16.5% | -16.6% |
| 7D | -23.6% | -4.7% | -18.9% | -19.2% |
| 30D | -26.0% | -5.9% | -20.1% | -20.8% |
| 3M | -21.4% | -4.5% | -16.9% | -17.1% |
| 6M | +6.7% | +1.8% | +4.9% | +5.6% |
| YTD | +15.4% | +8.3% | +7.1% | +7.9% |
| 1Y | +7.6% | +9.3% | -1.7% | -0.2% |
| 3Y | +40.7% | +74.9% | -34.1% | -16.7% |
| 5Y | +13.4% | +67.3% | -53.9% | -30.5% |
| 10Y | +31.0% | +311.6% | -280.5% | -63.4% |
| All | +2,522.3% | +2,677.8% | -155.6% | +154.1% |
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