-99.4%
SCOR vs SPY
+312.9%
-412.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | 0.0% | -2.7% | +2.7% | +2.9% |
| 30D | -18.1% | -5.4% | -12.7% | -12.8% |
| 3M | -55.3% | -4.1% | -51.2% | -53.3% |
| 6M | -53.1% | +0.7% | -53.9% | -53.8% |
| YTD | -48.5% | +8.7% | -57.1% | -53.6% |
| 1Y | -51.4% | +10.9% | -62.3% | -57.4% |
| 3Y | -73.0% | +75.0% | -148.0% | -86.5% |
| 5Y | -95.5% | +67.8% | -163.3% | -97.6% |
| All | -99.4% | +312.9% | -412.2% | -99.9% |
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 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