-93.6%
SVC vs SPY
+312.9%
-406.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.9% |
| 7D | -16.9% | -2.7% | -14.2% | -13.2% |
| 30D | -17.8% | -5.4% | -12.4% | -10.5% |
| 3M | -38.0% | -4.1% | -33.9% | -33.8% |
| 6M | -33.2% | +0.7% | -34.0% | -33.9% |
| YTD | -42.0% | +8.7% | -50.7% | -49.2% |
| 1Y | -48.0% | +10.9% | -58.8% | -55.9% |
| 3Y | -84.5% | +75.0% | -159.5% | -93.2% |
| 5Y | -88.7% | +67.8% | -156.5% | -94.5% |
| All | -93.6% | +312.9% | -406.4% | -98.6% |
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 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