-8.1%
SXC vs SPY
+638.1%
-646.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | +7.6% | +2.6% | +5.0% | +4.2% |
| 30D | +4.0% | -2.0% | +6.0% | +6.5% |
| 3M | +14.9% | -2.8% | +17.7% | +18.8% |
| 6M | +39.3% | +2.1% | +37.2% | +34.6% |
| YTD | +52.9% | +11.5% | +41.4% | +31.7% |
| 1Y | +65.8% | +13.5% | +52.3% | +39.5% |
| 3Y | +42.2% | +77.7% | -35.5% | -34.5% |
| 5Y | +96.8% | +72.6% | +24.2% | -8.1% |
| 10Y | +28.6% | +308.2% | -279.5% | -80.5% |
| All | -8.1% | +638.1% | -646.2% | -92.7% |
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