-65.1%
SCLX vs SPY
+2.7%
-67.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -8.0% | -8.2% |
| 7D | -15.9% | +2.6% | -18.5% | -16.8% |
| 30D | -49.8% | -2.0% | -47.8% | -49.4% |
| 3M | -78.8% | -2.8% | -76.0% | -78.7% |
| 6M | -65.1% | +2.1% | -67.2% | -64.5% |
| All | -65.1% | +2.7% | -67.8% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling