-53.9%
SVC vs SPY
+2,136.9%
-2,190.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.4% | -8.0% | -7.6% |
| 7D | -14.2% | -4.7% | -9.5% | -9.2% |
| 30D | -14.6% | -5.9% | -8.6% | -8.2% |
| 3M | -29.6% | -4.5% | -25.1% | -25.6% |
| 6M | -27.6% | +1.8% | -29.4% | -28.8% |
| YTD | -38.7% | +8.3% | -47.0% | -44.1% |
| 1Y | -48.2% | +9.3% | -57.6% | -53.4% |
| 3Y | -83.7% | +74.9% | -158.6% | -91.0% |
| 5Y | -88.0% | +67.3% | -155.3% | -92.8% |
| 10Y | -93.0% | +311.6% | -404.6% | -98.1% |
| All | -53.9% | +2,136.9% | -2,190.8% | -94.2% |
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