-99.6%
SCWO vs SPY
+1,801.7%
-1,901.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.9% | -7.2% |
| 7D | -16.0% | +2.6% | -18.6% | -16.2% |
| 30D | -17.0% | -2.0% | -15.0% | -16.9% |
| 3M | -18.7% | -2.8% | -15.9% | -18.5% |
| 6M | -7.7% | +2.1% | -9.8% | -7.8% |
| YTD | +0.5% | +11.5% | -11.0% | -0.2% |
| 1Y | -26.8% | +13.5% | -40.2% | -27.4% |
| 3Y | -84.9% | +77.7% | -162.6% | -85.1% |
| 5Y | -92.0% | +72.6% | -164.6% | -92.1% |
| 10Y | +36.7% | +308.2% | -271.5% | +41.8% |
| All | -99.6% | +1,801.7% | -1,901.4% | -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