+113.9%
SOXX vs SCCO
+109.6%
+4.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +2.2% | -5.3% | +7.5% | +5.0% |
| 30D | -2.0% | +2.7% | -4.7% | -3.9% |
| 3M | -13.7% | +4.2% | -17.9% | -16.3% |
| 6M | +52.4% | -0.6% | +53.0% | +48.4% |
| YTD | +72.8% | +45.0% | +27.8% | +38.4% |
| 1Y | +113.9% | +109.3% | +4.6% | +60.8% |
| All | +113.9% | +109.6% | +4.3% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling