-99.6%
SCWO vs SPY
+1,815.4%
-1,915.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -9.9% | -0.9% | -9.0% | -9.8% |
| 30D | -6.9% | -2.4% | -4.6% | -6.8% |
| 3M | -1.7% | -1.2% | -0.6% | -1.6% |
| 6M | +2.7% | +3.3% | -0.6% | +2.5% |
| YTD | +11.8% | +12.3% | -0.5% | +10.9% |
| 1Y | -40.0% | +12.4% | -52.4% | -40.4% |
| 3Y | -81.9% | +78.8% | -160.7% | -82.1% |
| 5Y | -91.4% | +75.2% | -166.6% | -91.5% |
| 10Y | +52.0% | +311.1% | -259.1% | +57.7% |
| All | -99.6% | +1,815.4% | -1,915.0% | -99.6% |
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