+37.1%
SXC vs SPY
+18.1%
+19.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.7% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | +7.5% | -1.1% | +8.6% | +8.3% |
| 3M | +7.4% | +3.9% | +3.5% | +4.2% |
| 6M | +70.6% | +13.6% | +57.0% | +54.5% |
| YTD | +45.3% | +12.7% | +32.7% | +33.3% |
| 1Y | +37.1% | +17.5% | +19.6% | +23.5% |
| All | +37.1% | +18.1% | +19.0% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling