-72.8%
SCO vs SPY
+12.3%
-85.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +1.4% |
| 7D | +14.3% | +0.1% | +14.2% | +13.6% |
| 30D | +6.0% | -3.3% | +9.3% | +11.7% |
| 3M | -32.9% | -2.4% | -30.5% | -30.2% |
| 6M | -28.6% | +2.6% | -31.1% | -31.7% |
| YTD | -74.8% | +11.2% | -86.1% | -79.0% |
| All | -72.8% | +12.3% | -85.1% | -77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling