+30.4%
SXC vs SPY
+76.5%
-46.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | +9.7% | -1.4% | +11.1% | +10.8% |
| 3M | +14.9% | +3.7% | +11.2% | +11.4% |
| 6M | +79.5% | +13.0% | +66.5% | +62.7% |
| YTD | +47.8% | +12.4% | +35.4% | +34.8% |
| 1Y | +43.5% | +18.5% | +25.0% | +26.0% |
| All | +30.4% | +76.5% | -46.2% | -15.1% |
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