-99.9%
SOXS vs LSCC
+26.3%
-126.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +7.1% | -19.8% | -0.7% |
| 7D | +36.2% | +13.0% | +23.3% | +76.2% |
| 30D | +131.5% | -19.8% | +151.3% | +87.2% |
| 3M | +60.5% | -18.4% | +78.9% | +48.4% |
| 6M | -25.9% | -16.1% | -9.8% | +14.6% |
| YTD | -88.3% | +42.7% | -131.0% | -46.6% |
| 1Y | -89.6% | +68.0% | -157.6% | -35.4% |
| 3Y | -99.6% | +85.8% | -185.5% | -89.8% |
| All | -99.9% | +26.3% | -126.2% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling