-99.2%
SCLX vs VT
+83.2%
-182.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +0.8% |
| 7D | -7.0% | +0.4% | -7.3% | -7.1% |
| 30D | -40.4% | -2.6% | -37.8% | -39.4% |
| 3M | -75.0% | -3.2% | -71.7% | -74.4% |
| 6M | -64.3% | +0.9% | -65.2% | -64.5% |
| YTD | -77.1% | +11.3% | -88.4% | -78.5% |
| 1Y | -85.1% | +14.0% | -99.1% | -86.2% |
| 3Y | -93.8% | +75.8% | -169.7% | -94.8% |
| 5Y | -99.2% | +57.8% | -157.0% | -99.3% |
| All | -99.2% | +83.2% | -182.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling