+25.8%
SCYB vs SPY
+78.2%
-52.4%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.4% | +2.6% | -3.0% | -1.0% |
| 30D | +0.6% | -2.0% | +2.6% | +1.0% |
| 3M | -2.1% | -2.8% | +0.7% | -1.5% |
| 6M | -0.6% | +2.1% | -2.8% | -1.2% |
| YTD | +0.6% | +11.5% | -10.9% | -2.2% |
| 1Y | +2.1% | +13.5% | -11.4% | -1.2% |
| 3Y | +24.4% | +77.7% | -53.3% | +4.5% |
| All | +25.8% | +78.2% | -52.4% | +5.6% |
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