-99.4%
SCWO vs SPY
+1,836.8%
-1,936.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +19.0% | +0.1% | +18.9% | +19.0% |
| 30D | +46.9% | +0.1% | +46.9% | +46.9% |
| 3M | +29.2% | +2.0% | +27.2% | +29.0% |
| 6M | +24.3% | +13.0% | +11.3% | +23.3% |
| YTD | +62.7% | +13.5% | +49.2% | +61.4% |
| 1Y | -7.8% | +20.0% | -27.7% | -8.8% |
| 3Y | -79.4% | +77.2% | -156.6% | -79.6% |
| 5Y | -82.5% | +81.9% | -164.4% | -82.8% |
| 10Y | +66.0% | +314.1% | -248.1% | +72.1% |
| All | -99.4% | +1,836.8% | -1,936.2% | -99.4% |
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