-86.2%
SPXS vs SCCO
+303.5%
-389.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.6% |
| 7D | +2.5% | -2.7% | +5.1% | +1.0% |
| 30D | +4.2% | -0.7% | +4.9% | +4.2% |
| 3M | -9.3% | +8.1% | -17.4% | -2.8% |
| 6M | -30.7% | +4.1% | -34.8% | -24.0% |
| YTD | -28.1% | +41.1% | -69.2% | -1.3% |
| 1Y | -35.1% | +95.6% | -130.6% | +14.2% |
| 3Y | -79.6% | +179.3% | -258.8% | -44.5% |
| All | -86.2% | +303.5% | -389.7% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling