+3,302.5%
SCSC vs SPY
+2,811.5%
+490.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +1.9% | +0.1% | +1.9% | +1.8% |
| 3M | +23.3% | +2.0% | +21.3% | +20.6% |
| 6M | +53.5% | +13.0% | +40.5% | +35.9% |
| YTD | +49.7% | +13.5% | +36.2% | +32.4% |
| 1Y | +30.8% | +20.0% | +10.9% | +9.8% |
| 3Y | +76.1% | +77.2% | -1.0% | +1.9% |
| 5Y | +55.7% | +81.9% | -26.2% | -12.7% |
| 10Y | +63.4% | +314.1% | -250.7% | -55.2% |
| All | +3,302.5% | +2,811.5% | +490.9% | +212.0% |
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