+8,499.7%
SPXL vs SCCO
+2,771.3%
+5,728.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.7% |
| 7D | -1.3% | +2.4% | -3.7% | -3.7% |
| 30D | -5.0% | +6.4% | -11.4% | -11.3% |
| 3M | +7.6% | +21.6% | -14.0% | -11.8% |
| 6M | +33.6% | +13.4% | +20.2% | +13.7% |
| YTD | +28.1% | +52.6% | -24.5% | -20.9% |
| 1Y | +43.6% | +122.4% | -78.7% | -37.9% |
| 3Y | +225.8% | +208.5% | +17.4% | -3.8% |
| 5Y | +140.1% | +353.9% | -213.8% | -53.8% |
| 10Y | +1,248.4% | +1,187.3% | +61.1% | -6.5% |
| All | +8,499.7% | +2,771.3% | +5,728.4% | +125.6% |
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