+15.2%
SCOP vs SPY
+11.8%
+3.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -2.1% | +3.3% | -5.4% | -5.3% |
| 30D | -8.9% | -2.7% | -6.2% | -6.2% |
| 3M | -6.5% | -1.7% | -4.8% | -4.8% |
| 6M | -11.6% | +3.1% | -14.7% | -14.0% |
| YTD | -3.6% | +11.9% | -15.5% | -14.2% |
| 1Y | +15.2% | +12.0% | +3.2% | +2.7% |
| All | +15.2% | +11.8% | +3.5% | +2.7% |
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 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