-75.1%
SCYX vs SPY
+79.4%
-154.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -4.5% |
| 7D | -11.1% | -0.9% | -10.2% | -9.7% |
| 30D | -15.3% | -2.4% | -12.9% | -12.5% |
| 3M | -29.4% | -1.2% | -28.2% | -28.0% |
| 6M | -48.2% | +3.3% | -51.5% | -49.4% |
| YTD | -32.5% | +12.3% | -44.7% | -39.5% |
| 1Y | -29.0% | +12.4% | -41.4% | -36.6% |
| All | -75.1% | +79.4% | -154.5% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling