-36.7%
SVC vs SPY
+2,244.6%
-2,281.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -3.4% | +0.1% | -3.5% | -3.6% |
| 3M | -7.2% | +2.0% | -9.2% | -9.6% |
| 6M | -33.9% | +13.0% | -46.9% | -42.8% |
| YTD | -15.8% | +13.5% | -29.4% | -27.5% |
| 1Y | -43.9% | +20.0% | -63.8% | -54.6% |
| 3Y | -78.4% | +77.2% | -155.5% | -88.3% |
| 5Y | -82.6% | +81.9% | -164.4% | -90.4% |
| 10Y | -91.5% | +314.1% | -405.5% | -97.7% |
| All | -36.7% | +2,244.6% | -2,281.3% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling