+100.2%
SXC vs SPY
+322.5%
-222.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -2.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.1% |
| 30D | +7.5% | -1.1% | +8.6% | +8.9% |
| 3M | +7.4% | +3.9% | +3.5% | +1.8% |
| 6M | +70.6% | +13.6% | +57.0% | +44.0% |
| YTD | +45.3% | +12.7% | +32.7% | +24.1% |
| 1Y | +37.1% | +17.5% | +19.6% | +11.4% |
| 3Y | +28.2% | +76.9% | -48.7% | -40.5% |
| 5Y | +79.6% | +83.6% | -3.9% | -23.0% |
| All | +100.2% | +322.5% | -222.3% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling