+79.5%
SCM vs SPY
+304.1%
-224.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.4% |
| 7D | -3.4% | -0.6% | -2.8% | -3.0% |
| 30D | -2.8% | -3.7% | +0.9% | +0.4% |
| 3M | -16.1% | -2.7% | -13.3% | -14.1% |
| 6M | -24.4% | +2.2% | -26.6% | -26.0% |
| YTD | -39.2% | +10.8% | -50.1% | -44.8% |
| 1Y | -32.9% | +11.2% | -44.1% | -39.3% |
| 3Y | -20.6% | +76.5% | -97.1% | -55.5% |
| 5Y | -14.4% | +72.9% | -87.4% | -52.3% |
| 10Y | +79.5% | +304.8% | -225.3% | -54.7% |
| All | +79.5% | +304.1% | -224.6% | -54.7% |
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 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