-99.4%
SCO vs SPY
+315.0%
-414.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +7.7% |
| 7D | +14.3% | +0.1% | +14.2% | +14.0% |
| 30D | +6.0% | -3.3% | +9.3% | +1.8% |
| 3M | -32.9% | -2.4% | -30.5% | -35.1% |
| 6M | -28.6% | +2.6% | -31.1% | -27.8% |
| YTD | -74.8% | +11.2% | -86.1% | -72.6% |
| 1Y | -73.0% | +13.4% | -86.4% | -69.9% |
| 3Y | -75.1% | +79.9% | -155.0% | -47.6% |
| 5Y | -92.1% | +72.2% | -164.3% | -84.3% |
| 10Y | -99.4% | +307.3% | -406.8% | -95.9% |
| All | -99.4% | +315.0% | -414.5% | -95.9% |
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