-97.6%
SCLX vs SPY
+81.0%
-178.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -22.3% | -1.4% | -20.9% | -21.8% |
| 3M | +18.6% | +3.7% | +14.9% | +16.0% |
| 6M | -2.7% | +13.0% | -15.7% | -8.8% |
| YTD | -31.5% | +12.4% | -43.9% | -35.6% |
| 1Y | -66.8% | +18.5% | -85.3% | -69.3% |
| 3Y | -90.6% | +77.6% | -168.2% | -91.9% |
| 5Y | -97.6% | +81.7% | -179.3% | -97.9% |
| All | -97.6% | +81.0% | -178.6% | -97.9% |
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 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