-100.0%
SOXS vs LSCC
+2,926.5%
-3,026.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +7.1% | -19.8% | -3.6% |
| 7D | +36.2% | +13.0% | +23.3% | +66.5% |
| 30D | +131.5% | -19.8% | +151.3% | +100.2% |
| 3M | +60.5% | -18.4% | +78.9% | +55.2% |
| 6M | -25.9% | -16.1% | -9.8% | +9.8% |
| YTD | -88.3% | +42.7% | -131.0% | -59.4% |
| 1Y | -89.6% | +68.0% | -157.6% | -54.2% |
| 3Y | -99.6% | +85.8% | -185.5% | -94.3% |
| 5Y | -99.9% | +28.0% | -127.9% | -97.0% |
| 10Y | -100.0% | +1,255.1% | -1,355.1% | -100.0% |
| All | -100.0% | +2,926.5% | -3,026.5% | -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