+1,505.0%
SCZM vs SPY
+78.7%
+1,426.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +1.1% |
| 7D | +8.4% | +0.5% | +7.8% | +7.6% |
| 30D | +18.7% | -0.9% | +19.6% | +20.6% |
| 3M | +57.3% | +3.9% | +53.4% | +50.1% |
| 6M | -0.6% | +14.5% | -15.1% | -15.2% |
| YTD | +3.2% | +12.9% | -9.7% | -9.8% |
| 1Y | +64.4% | +19.4% | +45.1% | +35.6% |
| 3Y | +1,505.0% | +78.5% | +1,426.5% | +1,083.1% |
| All | +1,505.0% | +78.7% | +1,426.3% | +1,083.1% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling