-100.0%
SOXS vs LSCC
+3,240.1%
-3,340.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.0% | -12.2% | -7.7% |
| 7D | -7.0% | +1.3% | -8.3% | -4.9% |
| 30D | +2.8% | -9.7% | +12.5% | -6.4% |
| 3M | -9.8% | -23.7% | +13.9% | -7.7% |
| 6M | -99.2% | +26.5% | -125.7% | -96.3% |
| YTD | -99.5% | +57.5% | -157.0% | -96.8% |
| 1Y | -99.8% | +75.7% | -175.5% | -98.2% |
| 3Y | -100.0% | +19.5% | -119.4% | -99.7% |
| 5Y | -100.0% | +83.8% | -183.8% | -99.8% |
| 10Y | -100.0% | +1,772.4% | -1,872.4% | -100.0% |
| All | -100.0% | +3,240.1% | -3,340.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling