-94.9%
SCLX vs SPY
+78.1%
-173.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -8.0% | -8.0% |
| 7D | -15.9% | +2.6% | -18.5% | -17.9% |
| 30D | -49.8% | -2.0% | -47.8% | -48.7% |
| 3M | -78.8% | -2.8% | -76.0% | -78.1% |
| 6M | -65.1% | +2.1% | -67.2% | -65.9% |
| YTD | -81.2% | +11.5% | -92.7% | -83.2% |
| 1Y | -87.1% | +13.5% | -100.6% | -88.8% |
| 3Y | -94.9% | +77.7% | -172.6% | -96.5% |
| All | -94.9% | +78.1% | -173.0% | -96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling