+119.5%
SCM vs SPY
+567.0%
-447.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +3.1% |
| 7D | +3.8% | -4.7% | +8.5% | +7.9% |
| 30D | +0.1% | -5.9% | +6.0% | +5.1% |
| 3M | -7.7% | -4.5% | -3.2% | -4.3% |
| 6M | -21.0% | +1.8% | -22.8% | -22.2% |
| YTD | -36.2% | +8.3% | -44.6% | -40.4% |
| 1Y | -30.4% | +9.3% | -39.7% | -35.4% |
| 3Y | -21.5% | +74.9% | -96.3% | -52.7% |
| 5Y | -9.5% | +67.3% | -76.7% | -44.4% |
| 10Y | +98.4% | +311.6% | -213.2% | -40.3% |
| All | +119.5% | +567.0% | -447.5% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling