+9.3%
SCUS vs SPY
+40.6%
-31.3%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.2% | -2.7% | +2.5% | -0.2% |
| 30D | +0.1% | -5.4% | +5.5% | +0.1% |
| 3M | +0.4% | -4.1% | +4.5% | +0.4% |
| 6M | +1.3% | +0.7% | +0.6% | +1.3% |
| YTD | +2.5% | +8.7% | -6.2% | +2.5% |
| 1Y | +3.2% | +10.9% | -7.7% | +3.2% |
| All | +9.3% | +40.6% | -31.3% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling