-98.9%
SPCB vs SPY
+307.0%
-405.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.1% |
| 7D | -26.2% | +2.6% | -28.8% | -27.3% |
| 30D | -31.1% | -2.0% | -29.1% | -30.0% |
| 3M | -44.9% | -2.8% | -42.1% | -43.8% |
| 6M | -45.5% | +2.1% | -47.6% | -45.9% |
| YTD | -31.8% | +11.5% | -43.3% | -35.5% |
| 1Y | -38.2% | +13.5% | -51.6% | -42.0% |
| 3Y | -16.6% | +77.7% | -94.3% | -41.1% |
| 5Y | -96.1% | +72.6% | -168.7% | -97.2% |
| All | -98.9% | +307.0% | -405.9% | -99.4% |
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