-100.0%
SPXS vs SCCO
+3,810.4%
-3,910.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.7% |
| 7D | +1.2% | +2.4% | -1.2% | +3.2% |
| 30D | +5.2% | +6.4% | -1.2% | +11.1% |
| 3M | -9.2% | +21.6% | -30.7% | +10.4% |
| 6M | -29.6% | +13.4% | -43.0% | -15.6% |
| YTD | -27.6% | +52.6% | -80.3% | +15.0% |
| 1Y | -36.7% | +122.4% | -159.1% | +45.0% |
| 3Y | -79.8% | +208.5% | -288.3% | -24.6% |
| 5Y | -85.9% | +353.9% | -439.8% | -7.1% |
| 10Y | -99.5% | +1,187.3% | -1,286.8% | -84.8% |
| All | -100.0% | +3,810.4% | -3,910.4% | -99.0% |
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