+2.0%
SPCB vs SPY
+75.1%
-73.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -16.9% | -2.7% | -14.2% | -15.4% |
| 30D | -8.1% | -5.4% | -2.7% | -4.9% |
| 3M | -20.2% | -4.1% | -16.1% | -18.1% |
| 6M | -21.9% | +0.7% | -22.6% | -21.5% |
| YTD | -7.6% | +8.7% | -16.3% | -10.0% |
| 1Y | -17.8% | +10.9% | -28.7% | -20.3% |
| 3Y | +2.0% | +75.0% | -73.0% | -17.3% |
| All | +2.0% | +75.1% | -73.1% | -17.3% |
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