+33.6%
SPXL vs SCCO
+20.8%
+12.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | -1.3% | +2.4% | -3.7% | -2.7% |
| 30D | -5.0% | +6.4% | -11.4% | -8.7% |
| 3M | +7.6% | +21.6% | -14.0% | -4.8% |
| 6M | +33.6% | +13.4% | +20.2% | +21.8% |
| All | +33.6% | +20.8% | +12.8% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling