+16.8%
SCOP vs SPY
+11.9%
+4.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -4.5% | -0.6% | -3.9% | -3.9% |
| 30D | -6.9% | -3.7% | -3.2% | -3.2% |
| 3M | -4.2% | -2.7% | -1.4% | -1.4% |
| 6M | -8.0% | +2.2% | -10.1% | -9.6% |
| YTD | -2.4% | +10.8% | -13.3% | -12.4% |
| 1Y | +16.8% | +11.2% | +5.5% | +4.9% |
| All | +16.8% | +11.9% | +4.8% | +4.9% |
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 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