+95.0%
SCM vs SPY
+315.0%
-220.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.4% |
| 30D | +3.2% | -3.3% | +6.5% | +6.2% |
| 3M | -10.3% | -2.4% | -7.9% | -8.6% |
| 6M | -19.8% | +2.6% | -22.3% | -21.8% |
| YTD | -35.5% | +11.2% | -46.8% | -41.7% |
| 1Y | -29.3% | +13.4% | -42.7% | -37.2% |
| 3Y | -15.2% | +79.9% | -95.1% | -53.5% |
| 5Y | -11.1% | +72.2% | -83.3% | -50.1% |
| 10Y | +95.0% | +307.3% | -212.4% | -50.9% |
| All | +95.0% | +315.0% | -220.1% | -50.9% |
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