+25.5%
SCYB vs SPY
+73.7%
-48.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | 0.0% | -5.4% | +5.4% | +1.2% |
| 3M | -2.0% | -4.1% | +2.1% | -1.1% |
| 6M | -1.3% | +0.7% | -2.0% | -1.6% |
| YTD | +0.3% | +8.7% | -8.3% | -1.9% |
| 1Y | +1.7% | +10.9% | -9.2% | -1.1% |
| 3Y | +23.9% | +75.0% | -51.1% | +4.3% |
| All | +25.5% | +73.7% | -48.2% | +6.0% |
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