+1,199.1%
SPXL vs SCCO
+1,104.1%
+95.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.7% |
| 7D | -2.5% | -2.7% | +0.1% | -1.0% |
| 30D | -4.2% | -0.7% | -3.5% | -5.3% |
| 3M | +8.1% | +8.1% | 0.0% | -0.8% |
| 6M | +35.6% | +4.1% | +31.5% | +25.8% |
| YTD | +28.8% | +41.1% | -12.3% | -11.4% |
| 1Y | +39.8% | +95.6% | -55.7% | -27.8% |
| 3Y | +221.4% | +179.3% | +42.1% | +13.3% |
| 5Y | +146.9% | +308.3% | -161.4% | -42.1% |
| All | +1,199.1% | +1,104.1% | +95.0% | +29.5% |
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