+36.1%
SCOP vs SPY
+47.5%
-11.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -5.2% | -0.9% | -4.3% | -4.8% |
| 30D | -6.5% | -2.4% | -4.1% | -5.4% |
| 3M | -4.4% | -1.2% | -3.3% | -3.8% |
| 6M | -9.8% | +3.3% | -13.1% | -10.8% |
| YTD | -2.3% | +12.3% | -14.6% | -6.6% |
| 1Y | +16.4% | +12.4% | +4.0% | +11.3% |
| All | +36.1% | +47.5% | -11.4% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling