-98.4%
SPCB vs SPY
+315.0%
-413.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +0.5% |
| 7D | -10.6% | +0.1% | -10.7% | -10.5% |
| 30D | -6.4% | -3.3% | -3.0% | -4.1% |
| 3M | -25.2% | -2.4% | -22.8% | -23.9% |
| 6M | -25.3% | +2.6% | -27.9% | -26.2% |
| YTD | -5.7% | +11.2% | -17.0% | -10.8% |
| 1Y | -21.3% | +13.4% | -34.7% | -26.3% |
| 3Y | +21.9% | +79.9% | -58.0% | -14.6% |
| 5Y | -95.2% | +72.2% | -167.4% | -96.6% |
| 10Y | -98.4% | +307.3% | -405.7% | -99.1% |
| All | -98.4% | +315.0% | -413.4% | -99.1% |
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