-99.3%
SCYX vs VT
+250.5%
-349.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.7% | +0.4% | -2.1% | -2.1% |
| 30D | +2.7% | +1.0% | +1.7% | +1.7% |
| 3M | +8.6% | +2.4% | +6.2% | +6.3% |
| 6M | -14.5% | +12.0% | -26.5% | -23.3% |
| YTD | +4.8% | +15.3% | -10.5% | -8.4% |
| 1Y | -23.8% | +22.6% | -46.3% | -37.5% |
| 3Y | -81.8% | +74.7% | -156.5% | -89.2% |
| 5Y | -90.0% | +66.1% | -156.2% | -93.7% |
| 10Y | -97.6% | +225.0% | -322.6% | -99.0% |
| All | -99.3% | +250.5% | -349.7% | -99.7% |
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