+3.8%
SCL vs SPY
+312.5%
-308.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -4.1% | -1.4% | -2.7% | -2.9% |
| 3M | +18.7% | +3.7% | +15.0% | +14.4% |
| 6M | +30.6% | +13.0% | +17.6% | +16.0% |
| YTD | +33.3% | +12.4% | +20.9% | +19.3% |
| 1Y | +30.6% | +18.5% | +12.0% | +11.0% |
| 3Y | -14.3% | +77.6% | -91.9% | -49.9% |
| 5Y | -40.6% | +81.7% | -122.3% | -66.4% |
| 10Y | +3.8% | +319.7% | -315.8% | -79.1% |
| All | +3.8% | +312.5% | -308.7% | -79.1% |
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