-98.6%
SCYX vs VT
+215.5%
-314.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +5.8% |
| 7D | -7.2% | -2.3% | -4.8% | -4.2% |
| 30D | -26.8% | -5.0% | -21.8% | -22.1% |
| 3M | -32.7% | -4.9% | -27.8% | -28.4% |
| 6M | -55.4% | -1.5% | -53.9% | -54.3% |
| YTD | -30.8% | +8.5% | -39.3% | -36.0% |
| 1Y | -26.6% | +11.4% | -38.0% | -34.3% |
| 3Y | -75.1% | +70.1% | -145.2% | -85.8% |
| 5Y | -92.2% | +53.7% | -146.0% | -95.0% |
| All | -98.6% | +215.5% | -314.1% | -99.5% |
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