-88.0%
SVC vs SPY
+67.0%
-155.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.4% | -8.0% | -6.0% |
| 7D | -14.2% | -4.7% | -9.5% | -7.5% |
| 30D | -14.6% | -5.9% | -8.6% | -6.2% |
| 3M | -29.6% | -4.5% | -25.1% | -24.4% |
| 6M | -27.6% | +1.8% | -29.4% | -29.3% |
| YTD | -38.7% | +8.3% | -47.0% | -45.9% |
| 1Y | -48.2% | +9.3% | -57.6% | -55.1% |
| 3Y | -83.7% | +74.9% | -158.6% | -93.2% |
| 5Y | -88.0% | +67.3% | -155.3% | -94.4% |
| All | -88.0% | +67.0% | -155.0% | -94.4% |
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