-99.5%
SCYX vs VT
+228.9%
-328.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.1% | -10.0% | -10.0% |
| 7D | -14.5% | -4.2% | -10.3% | -10.4% |
| 30D | -31.8% | -5.8% | -26.0% | -27.3% |
| 3M | -36.0% | -5.2% | -30.8% | -32.1% |
| 6M | -56.3% | +0.1% | -56.4% | -55.9% |
| YTD | -34.7% | +8.2% | -43.0% | -38.9% |
| 1Y | -34.6% | +10.1% | -44.8% | -40.0% |
| 3Y | -78.1% | +69.7% | -147.7% | -86.5% |
| 5Y | -92.7% | +53.4% | -146.0% | -95.0% |
| 10Y | -98.7% | +219.2% | -317.9% | -99.4% |
| All | -99.5% | +228.9% | -328.4% | -99.8% |
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