-100.0%
SOXS vs LSCC
+1,486.2%
-1,586.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +10.4% | -28.5% | -2.4% |
| 7D | -22.3% | +14.5% | -36.8% | +6.1% |
| 30D | +21.9% | -0.1% | +21.9% | +48.3% |
| 3M | +4.2% | -2.7% | +6.9% | +35.6% |
| 6M | -43.4% | -4.8% | -38.6% | +9.1% |
| YTD | -92.5% | +66.9% | -159.4% | -58.3% |
| 1Y | -93.5% | +85.8% | -179.3% | -55.7% |
| 3Y | -99.7% | +115.6% | -215.3% | -92.1% |
| 5Y | -99.9% | +48.8% | -148.8% | -95.9% |
| All | -100.0% | +1,486.2% | -1,586.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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