-66.1%
SVCO vs SPY
+51.7%
-117.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +1.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.9% |
| 30D | -9.3% | -1.1% | -8.3% | -7.6% |
| 3M | -41.5% | +3.9% | -45.4% | -44.2% |
| 6M | +101.5% | +13.6% | +87.9% | +69.3% |
| YTD | +65.7% | +12.7% | +53.0% | +42.0% |
| 1Y | +30.3% | +17.5% | +12.8% | +6.1% |
| All | -66.1% | +51.7% | -117.8% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling