-35.6%
SCM vs SPY
+12.1%
-47.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -7.2% | +2.6% | -9.7% | -9.2% |
| 30D | -3.1% | -2.0% | -1.1% | -1.6% |
| 3M | -21.7% | -2.8% | -19.0% | -19.9% |
| 6M | -21.3% | +2.1% | -23.4% | -23.3% |
| YTD | -40.4% | +11.5% | -51.9% | -46.3% |
| 1Y | -35.6% | +13.5% | -49.1% | -42.8% |
| All | -35.6% | +12.1% | -47.6% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling