-100.0%
SOXS vs LSCC
+24.1%
-124.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.0% | -12.2% | -7.0% |
| 7D | -7.0% | +1.3% | -8.3% | -4.4% |
| 30D | +2.8% | -9.7% | +12.5% | -9.0% |
| 3M | -9.8% | -23.7% | +13.9% | -9.9% |
| 6M | -99.2% | +26.5% | -125.7% | -95.6% |
| YTD | -99.5% | +57.5% | -157.0% | -95.9% |
| 1Y | -99.8% | +75.7% | -175.5% | -97.6% |
| All | -100.0% | +24.1% | -124.1% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling