-100.0%
SOXS vs SCCO
+1,104.1%
-1,204.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -6.0% |
| 7D | -4.7% | -2.7% | -2.1% | -7.5% |
| 30D | +7.7% | -0.7% | +8.5% | +8.3% |
| 3M | -10.2% | +8.1% | -18.2% | +16.0% |
| 6M | -99.2% | +4.1% | -103.3% | -97.3% |
| YTD | -99.5% | +41.1% | -140.6% | -97.3% |
| 1Y | -99.8% | +95.6% | -195.3% | -97.6% |
| 3Y | -100.0% | +179.3% | -279.2% | -99.5% |
| 5Y | -100.0% | +308.3% | -408.3% | -99.8% |
| All | -100.0% | +1,104.1% | -1,204.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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