+6.8%
SCZM vs SPY
+574.0%
-567.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +24.9% | +0.1% | +24.8% | +25.0% |
| 3M | +31.0% | +2.0% | +29.0% | +30.1% |
| 6M | -4.1% | +13.0% | -17.1% | -11.4% |
| YTD | +2.9% | +13.5% | -10.6% | -5.0% |
| 1Y | +73.2% | +20.0% | +53.2% | +54.1% |
| 3Y | +1,453.1% | +77.2% | +1,375.9% | +958.1% |
| 5Y | +765.6% | +81.9% | +683.7% | +479.1% |
| 10Y | +542.5% | +314.1% | +228.4% | +196.2% |
| All | +6.8% | +574.0% | -567.2% | -61.2% |
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