-15.2%
SCM vs SPY
+78.0%
-93.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +3.2% | -3.3% | +6.5% | +5.0% |
| 3M | -10.3% | -2.4% | -7.9% | -9.2% |
| 6M | -19.8% | +2.6% | -22.3% | -20.9% |
| YTD | -35.5% | +11.2% | -46.8% | -39.0% |
| 1Y | -29.3% | +13.4% | -42.7% | -33.7% |
| 3Y | -15.2% | +79.9% | -95.1% | -34.0% |
| All | -15.2% | +78.0% | -93.3% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling