-99.9%
SPCB vs SPY
+841.5%
-941.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -7.4% | +0.1% | -7.4% | -7.4% |
| 3M | -10.1% | +2.0% | -12.1% | -10.5% |
| 6M | +19.8% | +13.0% | +6.8% | +15.9% |
| YTD | +9.6% | +13.5% | -3.9% | +6.0% |
| 1Y | +8.9% | +20.0% | -11.1% | +3.9% |
| 3Y | -2.7% | +77.2% | -79.9% | -17.0% |
| 5Y | -95.9% | +81.9% | -177.8% | -96.5% |
| 10Y | -98.5% | +314.1% | -412.6% | -98.9% |
| All | -99.9% | +841.5% | -941.4% | -100.0% |
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