+1,314.9%
SCL vs SPY
+3,091.8%
-1,776.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | +23.8% | +2.0% | +21.8% | +21.6% |
| 6M | +29.1% | +13.0% | +16.1% | +17.4% |
| YTD | +36.8% | +13.5% | +23.3% | +24.1% |
| 1Y | +32.1% | +20.0% | +12.1% | +14.8% |
| 3Y | -21.7% | +77.2% | -98.9% | -48.9% |
| 5Y | -40.7% | +81.9% | -122.6% | -62.3% |
| 10Y | +3.9% | +314.1% | -310.1% | -63.0% |
| All | +1,314.9% | +3,091.8% | -1,776.8% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling