-41.0%
SCL vs SPY
+81.8%
-122.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.4% |
| 7D | +1.3% | +0.5% | +0.7% | +0.8% |
| 30D | -3.9% | -0.9% | -2.9% | -3.1% |
| 3M | +21.7% | +3.9% | +17.9% | +17.5% |
| 6M | +31.4% | +14.5% | +16.9% | +16.4% |
| YTD | +34.2% | +12.9% | +21.3% | +20.6% |
| 1Y | +28.2% | +19.4% | +8.8% | +9.6% |
| 3Y | -13.7% | +78.5% | -92.1% | -46.9% |
| 5Y | -41.0% | +81.8% | -122.7% | -64.5% |
| All | -41.0% | +81.8% | -122.8% | -64.5% |
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