-95.6%
SCOR vs SPY
+71.5%
-167.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -3.4% |
| 7D | -2.1% | +0.1% | -2.1% | -2.5% |
| 30D | -17.9% | -3.3% | -14.5% | -15.3% |
| 3M | -54.0% | -2.4% | -51.6% | -53.1% |
| 6M | -55.0% | +2.6% | -57.6% | -56.3% |
| YTD | -49.1% | +11.2% | -60.3% | -54.4% |
| 1Y | -57.9% | +13.4% | -71.3% | -63.1% |
| 3Y | -74.5% | +79.9% | -154.4% | -86.1% |
| 5Y | -95.6% | +72.2% | -167.8% | -97.5% |
| All | -95.6% | +71.5% | -167.1% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling