+100.9%
SCM vs SPY
+312.9%
-212.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | +3.9% | -2.7% | +6.6% | +6.3% |
| 30D | +3.2% | -5.4% | +8.6% | +8.4% |
| 3M | -11.2% | -4.1% | -7.1% | -8.0% |
| 6M | -19.7% | +0.7% | -20.4% | -20.3% |
| YTD | -35.8% | +8.7% | -44.5% | -40.6% |
| 1Y | -29.2% | +10.9% | -40.1% | -35.8% |
| 3Y | -20.0% | +75.0% | -95.0% | -54.9% |
| 5Y | -8.8% | +67.8% | -76.6% | -47.6% |
| All | +100.9% | +312.9% | -212.0% | -51.4% |
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