-13.1%
SCZM vs SPY
+560.3%
-573.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.2% | +5.6% |
| 7D | +16.4% | +0.1% | +16.3% | +16.6% |
| 30D | -11.2% | -3.3% | -7.9% | -8.1% |
| 3M | -3.7% | -2.4% | -1.3% | -0.9% |
| 6M | -10.4% | +2.6% | -13.0% | -10.5% |
| YTD | -16.3% | +11.2% | -27.5% | -20.7% |
| 1Y | +53.2% | +13.4% | +39.8% | +43.5% |
| 3Y | +1,410.5% | +79.9% | +1,330.6% | +931.5% |
| 5Y | +635.5% | +72.2% | +563.3% | +414.6% |
| 10Y | +532.6% | +307.3% | +225.3% | +198.4% |
| All | -13.1% | +560.3% | -573.4% | -67.6% |
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 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