-69.2%
SCO vs SPY
+19.4%
-88.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -3.1% |
| 7D | -4.1% | +0.5% | -4.7% | -4.8% |
| 30D | -26.7% | -0.9% | -25.7% | -25.6% |
| 3M | -14.9% | +3.9% | -18.8% | -18.2% |
| 6M | -48.6% | +14.5% | -63.2% | -55.5% |
| YTD | -72.5% | +12.9% | -85.4% | -76.1% |
| 1Y | -69.2% | +19.4% | -88.6% | -75.4% |
| All | -69.2% | +19.4% | -88.6% | -75.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling