-73.5%
SCOR vs SPY
+74.5%
-148.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +3.0% |
| 7D | -2.7% | -4.7% | +2.1% | +1.0% |
| 30D | -22.5% | -5.9% | -16.5% | -18.5% |
| 3M | -56.7% | -4.5% | -52.2% | -55.2% |
| 6M | -55.3% | +1.8% | -57.1% | -56.1% |
| YTD | -49.5% | +8.3% | -57.9% | -52.8% |
| 1Y | -51.4% | +9.3% | -60.8% | -55.0% |
| All | -73.5% | +74.5% | -148.1% | -79.4% |
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 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