-0.9%
SCNM vs SPY
+12.2%
-13.1%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -1.8% | -1.4% | -0.4% | -1.7% |
| 3M | -2.2% | +3.7% | -5.9% | -2.5% |
| 6M | -1.8% | +13.0% | -14.8% | -3.0% |
| YTD | -0.9% | +12.4% | -13.3% | -2.1% |
| All | -0.9% | +12.2% | -13.1% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling