-99.2%
SCOR vs SPY
+313.4%
-412.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -31.8% | +0.1% | -31.8% | -31.9% |
| 3M | -34.5% | +2.0% | -36.5% | -36.1% |
| 6M | -26.8% | +13.0% | -39.8% | -36.8% |
| YTD | -20.5% | +13.5% | -34.0% | -31.7% |
| 1Y | -21.1% | +20.0% | -41.0% | -36.8% |
| 3Y | -63.1% | +77.2% | -140.3% | -81.7% |
| 5Y | -93.6% | +81.9% | -175.5% | -96.9% |
| All | -99.2% | +313.4% | -412.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling