+84.6%
SXC vs SPY
+82.3%
+2.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.4% |
| 30D | +7.5% | -1.1% | +8.6% | +8.4% |
| 3M | +7.4% | +3.9% | +3.5% | +3.7% |
| 6M | +70.6% | +13.6% | +57.0% | +52.8% |
| YTD | +45.3% | +12.7% | +32.7% | +31.2% |
| 1Y | +37.1% | +17.5% | +19.6% | +19.9% |
| 3Y | +28.2% | +76.9% | -48.7% | -21.2% |
| All | +84.6% | +82.3% | +2.3% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling