-99.4%
SCO vs SPY
+311.3%
-410.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -4.5% |
| 7D | -4.1% | +0.5% | -4.7% | -3.6% |
| 30D | -26.7% | -0.9% | -25.7% | -27.6% |
| 3M | -14.9% | +3.9% | -18.8% | -12.1% |
| 6M | -48.6% | +14.5% | -63.2% | -41.6% |
| YTD | -72.5% | +12.9% | -85.4% | -69.3% |
| 1Y | -69.2% | +19.4% | -88.6% | -63.1% |
| 3Y | -68.7% | +78.5% | -147.1% | -34.8% |
| 5Y | -93.9% | +81.8% | -175.6% | -86.6% |
| 10Y | -99.4% | +311.5% | -410.9% | -92.7% |
| All | -99.4% | +311.3% | -410.7% | -92.7% |
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