-99.7%
SCO vs SPY
+1,067.0%
-1,166.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -1.8% |
| 7D | +19.9% | -2.7% | +22.6% | +15.1% |
| 30D | -3.1% | -5.4% | +2.2% | -10.8% |
| 3M | -36.0% | -4.1% | -31.9% | -40.2% |
| 6M | -33.9% | +0.7% | -34.6% | -34.7% |
| YTD | -76.1% | +8.7% | -84.7% | -74.2% |
| 1Y | -74.6% | +10.9% | -85.5% | -71.8% |
| 3Y | -73.6% | +75.0% | -148.6% | -38.6% |
| 5Y | -92.8% | +67.8% | -160.6% | -84.1% |
| 10Y | -99.5% | +312.9% | -412.4% | -92.1% |
| All | -99.7% | +1,067.0% | -1,166.6% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling