-100.0%
SOXS vs LSCC
+1,333.6%
-1,433.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | -3.1% |
| 7D | +3.2% | +5.0% | -1.8% | +20.3% |
| 30D | +61.0% | -11.7% | +72.7% | +58.4% |
| 3M | +24.0% | -13.3% | +37.3% | +31.7% |
| 6M | -35.9% | -12.5% | -23.4% | +5.8% |
| YTD | -90.9% | +51.2% | -142.1% | -57.3% |
| 1Y | -91.5% | +65.9% | -157.4% | -52.5% |
| 3Y | -99.7% | +95.3% | -195.0% | -91.9% |
| 5Y | -99.9% | +38.6% | -138.5% | -95.9% |
| 10Y | -100.0% | +1,352.3% | -1,452.3% | -99.9% |
| All | -100.0% | +1,333.6% | -1,433.6% | -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