-90.2%
SCYX vs SPY
+81.8%
-172.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | -0.4% | +0.5% | -0.9% | -1.0% |
| 30D | -1.7% | -0.9% | -0.8% | -0.5% |
| 3M | +15.7% | +3.9% | +11.8% | +10.8% |
| 6M | -19.5% | +14.5% | -34.1% | -31.5% |
| YTD | +1.9% | +12.9% | -11.1% | -11.7% |
| 1Y | -29.8% | +19.4% | -49.2% | -43.5% |
| 3Y | -80.6% | +78.5% | -159.1% | -91.0% |
| 5Y | -90.2% | +81.8% | -172.0% | -95.4% |
| All | -90.2% | +81.8% | -172.0% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling