+1,410.5%
SCZM vs SPY
+78.0%
+1,332.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.2% | +3.6% |
| 7D | +16.4% | +0.1% | +16.3% | +16.6% |
| 30D | -11.2% | -3.3% | -7.9% | -5.3% |
| 3M | -3.7% | -2.4% | -1.3% | +1.6% |
| 6M | -10.4% | +2.6% | -13.0% | -10.9% |
| YTD | -16.3% | +11.2% | -27.5% | -24.7% |
| 1Y | +53.2% | +13.4% | +39.8% | +35.4% |
| 3Y | +1,410.5% | +79.9% | +1,330.6% | +771.0% |
| All | +1,410.5% | +78.0% | +1,332.4% | +771.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling