+13.1%
SCMB vs SPY
+125.9%
-112.8%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | -2.1% | +2.0% | -4.1% | -2.2% |
| 6M | -2.1% | +13.0% | -15.2% | -2.7% |
| YTD | -1.0% | +13.5% | -14.5% | -1.5% |
| 1Y | +2.5% | +20.0% | -17.4% | +1.7% |
| 3Y | +8.7% | +77.2% | -68.5% | +5.5% |
| All | +13.1% | +125.9% | -112.8% | +9.1% |
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