+474.2%
SCZM vs SPY
+304.1%
+170.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.1% |
| 7D | +11.8% | -0.6% | +12.4% | +12.8% |
| 30D | -16.9% | -3.7% | -13.2% | -13.3% |
| 3M | -15.7% | -2.7% | -13.0% | -12.6% |
| 6M | -16.2% | +2.2% | -18.4% | -16.0% |
| YTD | -21.6% | +10.8% | -32.5% | -26.1% |
| 1Y | +38.1% | +11.2% | +26.9% | +30.4% |
| 3Y | +1,351.3% | +76.5% | +1,274.8% | +856.7% |
| 5Y | +588.2% | +72.9% | +515.2% | +357.8% |
| 10Y | +474.2% | +304.8% | +169.4% | +236.6% |
| All | +474.2% | +304.1% | +170.1% | +236.6% |
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