-93.3%
SVC vs SPY
+307.0%
-400.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | +9.6% | +2.6% | +7.0% | +5.4% |
| 30D | -1.8% | -2.0% | +0.2% | +1.3% |
| 3M | -29.7% | -2.8% | -26.9% | -26.6% |
| 6M | -29.9% | +2.1% | -32.1% | -32.2% |
| YTD | -36.4% | +11.5% | -47.9% | -46.4% |
| 1Y | -33.2% | +13.5% | -46.6% | -45.2% |
| 3Y | -80.9% | +77.7% | -158.6% | -91.9% |
| 5Y | -86.2% | +72.6% | -158.8% | -93.6% |
| All | -93.3% | +307.0% | -400.3% | -98.7% |
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