+36.0%
SCOP vs SPY
+45.6%
-9.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -4.5% | -0.6% | -3.9% | -4.2% |
| 30D | -6.9% | -3.7% | -3.2% | -5.2% |
| 3M | -4.2% | -2.7% | -1.4% | -2.8% |
| 6M | -8.0% | +2.2% | -10.1% | -8.5% |
| YTD | -2.4% | +10.8% | -13.3% | -6.1% |
| 1Y | +16.8% | +11.2% | +5.5% | +12.2% |
| All | +36.0% | +45.6% | -9.6% | +30.2% |
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