-99.3%
SCLX vs VT
+83.3%
-182.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -8.2% | +2.9% | -11.1% | -9.7% |
| 30D | -45.8% | -2.5% | -43.3% | -44.9% |
| 3M | -77.4% | -3.3% | -74.1% | -76.9% |
| 6M | -63.2% | +1.5% | -64.7% | -63.5% |
| YTD | -79.5% | +11.4% | -90.8% | -80.7% |
| 1Y | -86.8% | +11.9% | -98.7% | -87.6% |
| 3Y | -94.5% | +73.9% | -168.3% | -95.3% |
| 5Y | -99.3% | +57.9% | -157.2% | -99.4% |
| All | -99.3% | +83.3% | -182.5% | -99.4% |
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