-55.5%
SCOR vs SPY
+14.6%
-70.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.8% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | -23.4% | -1.0% | -22.3% | -22.8% |
| 3M | -55.8% | -0.3% | -55.4% | -55.6% |
| 6M | -55.1% | +7.3% | -62.4% | -56.4% |
| YTD | -49.3% | +13.3% | -62.6% | -50.6% |
| 1Y | -55.5% | +14.8% | -70.3% | -56.5% |
| All | -55.5% | +14.6% | -70.1% | -56.5% |
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