-99.2%
SCLX vs VT
+78.1%
-177.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | -4.7% |
| 7D | -17.5% | -4.2% | -13.3% | -15.2% |
| 30D | -57.1% | -5.8% | -51.3% | -55.5% |
| 3M | -73.9% | -5.2% | -68.7% | -73.0% |
| 6M | -74.6% | +0.1% | -74.7% | -74.6% |
| YTD | -77.6% | +8.2% | -85.9% | -78.6% |
| 1Y | -85.2% | +10.1% | -95.3% | -86.0% |
| 3Y | -95.2% | +69.7% | -164.9% | -95.9% |
| 5Y | -99.2% | +53.4% | -152.6% | -99.3% |
| All | -99.2% | +78.1% | -177.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling