-74.1%
SCO vs SPY
+78.1%
-152.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.2% |
| 7D | +2.0% | +2.6% | -0.6% | +2.2% |
| 30D | +9.7% | -2.0% | +11.7% | +9.4% |
| 3M | -27.8% | -2.8% | -25.0% | -28.2% |
| 6M | -24.0% | +2.1% | -26.2% | -23.8% |
| YTD | -75.6% | +11.5% | -87.1% | -75.0% |
| 1Y | -74.7% | +13.5% | -88.2% | -73.7% |
| 3Y | -74.1% | +77.7% | -151.8% | -63.6% |
| All | -74.1% | +78.1% | -152.2% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling