-73.0%
SCOR vs SPY
+75.1%
-148.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | 0.0% | -2.7% | +2.7% | +2.0% |
| 30D | -18.1% | -5.4% | -12.7% | -14.3% |
| 3M | -55.3% | -4.1% | -51.2% | -53.8% |
| 6M | -53.1% | +0.7% | -53.9% | -53.5% |
| YTD | -48.5% | +8.7% | -57.1% | -52.0% |
| 1Y | -51.4% | +10.9% | -62.3% | -55.6% |
| 3Y | -73.0% | +75.0% | -148.0% | -79.0% |
| All | -73.0% | +75.1% | -148.1% | -79.0% |
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