+160.9%
SCM vs SPY
+599.2%
-438.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +9.7% | +0.1% | +9.7% | +9.6% |
| 3M | +1.5% | +2.0% | -0.5% | -0.1% |
| 6M | -6.2% | +13.0% | -19.2% | -15.3% |
| YTD | -24.2% | +13.5% | -37.8% | -31.8% |
| 1Y | -31.9% | +20.0% | -51.9% | -41.6% |
| 3Y | -9.4% | +77.2% | -86.5% | -45.8% |
| 5Y | +20.5% | +81.9% | -61.4% | -31.4% |
| 10Y | +129.5% | +314.1% | -184.5% | -32.3% |
| All | +160.9% | +599.2% | -438.2% | -44.7% |
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