+112.7%
CSCO vs SQQQ
-94.6%
+207.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -1.2% |
| 7D | -1.1% | +4.1% | -5.1% | -0.3% |
| 30D | -10.8% | +4.6% | -15.4% | -9.9% |
| 3M | -9.2% | -10.4% | +1.2% | -9.9% |
| 6M | +39.5% | -42.1% | +81.7% | +29.0% |
| YTD | +41.5% | -40.3% | +81.9% | +32.5% |
| 1Y | +61.0% | -50.2% | +111.2% | +46.8% |
| 3Y | +105.2% | -89.4% | +194.6% | +52.3% |
| All | +112.7% | -94.6% | +207.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SQQQ.
Daily Out/Under-Performance
Portfolio return minus SQQQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SQQQ 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 SQQQ 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