-100.0%
SOXS vs SCCO
+1,157.3%
-1,257.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -7.2% | +15.3% | -1.6% |
| 7D | -9.4% | -2.7% | -6.7% | -11.9% |
| 30D | +6.2% | -0.2% | +6.3% | +7.7% |
| 3M | -28.0% | +17.8% | -45.8% | +5.8% |
| 6M | -99.2% | +2.3% | -101.4% | -97.4% |
| YTD | -99.5% | +41.6% | -141.1% | -97.3% |
| 1Y | -99.7% | +101.9% | -201.6% | -97.7% |
| 3Y | -100.0% | +186.2% | -286.2% | -99.6% |
| 5Y | -100.0% | +309.7% | -409.7% | -99.8% |
| 10Y | -100.0% | +1,094.2% | -1,194.2% | -100.0% |
| All | -100.0% | +1,157.3% | -1,257.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling