+589.8%
SCZM vs SPY
+312.5%
+277.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.0% |
| 7D | +2.5% | -0.4% | +2.8% | +2.8% |
| 30D | +16.1% | -1.4% | +17.5% | +17.8% |
| 3M | +71.0% | +3.7% | +67.3% | +66.5% |
| 6M | +3.3% | +13.0% | -9.7% | -5.6% |
| YTD | +8.0% | +12.4% | -4.4% | -0.4% |
| 1Y | +72.7% | +18.5% | +54.2% | +53.0% |
| 3Y | +1,579.0% | +77.6% | +1,501.4% | +986.2% |
| 5Y | +926.6% | +81.7% | +844.9% | +552.4% |
| 10Y | +589.8% | +319.7% | +270.2% | +239.1% |
| All | +589.8% | +312.5% | +277.3% | +239.1% |
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