-98.0%
SCYX vs SPY
+312.5%
-410.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.2% |
| 7D | -5.9% | -0.4% | -5.6% | -5.6% |
| 30D | -4.8% | -1.4% | -3.4% | -3.4% |
| 3M | +12.6% | +3.7% | +8.9% | +9.1% |
| 6M | -28.6% | +13.0% | -41.6% | -36.3% |
| YTD | -2.9% | +12.4% | -15.3% | -12.7% |
| 1Y | -35.9% | +18.5% | -54.5% | -45.6% |
| 3Y | -81.5% | +77.6% | -159.1% | -89.4% |
| 5Y | -91.0% | +81.7% | -172.7% | -94.8% |
| 10Y | -98.0% | +319.7% | -417.7% | -99.5% |
| All | -98.0% | +312.5% | -410.5% | -99.5% |
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