+88.2%
SCWO vs SPY
+318.9%
-230.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -1.5% | -2.0% | +0.4% | -1.1% |
| 30D | +37.9% | -1.7% | +39.6% | +38.5% |
| 3M | +33.3% | +4.7% | +28.6% | +32.1% |
| 6M | +33.3% | +12.5% | +20.8% | +30.5% |
| YTD | +56.9% | +11.7% | +45.1% | +54.0% |
| 1Y | -17.9% | +17.5% | -35.4% | -19.9% |
| 3Y | -77.1% | +76.6% | -153.7% | -77.0% |
| 5Y | -84.8% | +82.0% | -166.8% | -85.0% |
| All | +88.2% | +318.9% | -230.6% | +188.1% |
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 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