+9.0%
SCL vs SPY
+315.0%
-306.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +11.6% | -3.3% | +14.9% | +15.0% |
| 3M | +5.2% | -2.4% | +7.6% | +7.5% |
| 6M | +30.4% | +2.6% | +27.9% | +26.8% |
| YTD | +46.9% | +11.2% | +35.7% | +32.6% |
| 1Y | +62.0% | +13.4% | +48.6% | +43.4% |
| 3Y | -0.4% | +79.9% | -80.3% | -42.3% |
| 5Y | -40.8% | +72.2% | -113.0% | -64.6% |
| 10Y | +9.0% | +307.3% | -298.4% | -76.4% |
| All | +9.0% | +315.0% | -306.1% | -76.4% |
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 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