-67.1%
SVCO vs SPY
+50.4%
-117.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.0% |
| 7D | +2.0% | -2.0% | +4.0% | +5.4% |
| 30D | -14.2% | -1.7% | -12.6% | -11.8% |
| 3M | -43.3% | +4.7% | -48.0% | -46.6% |
| 6M | +96.1% | +12.5% | +83.6% | +67.3% |
| YTD | +60.7% | +11.7% | +49.0% | +39.7% |
| 1Y | +28.4% | +17.5% | +10.9% | +4.8% |
| All | -67.1% | +50.4% | -117.5% | -77.9% |
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