+613.2%
CSCO vs SQQQ
-100.0%
+713.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.5% |
| 7D | 0.0% | -2.7% | +2.7% | -0.7% |
| 30D | -10.7% | +2.4% | -13.1% | -10.1% |
| 3M | -8.7% | -8.0% | -0.7% | -9.1% |
| 6M | +44.9% | -43.9% | +88.9% | +28.9% |
| YTD | +44.1% | -42.2% | +86.4% | +30.3% |
| 1Y | +65.9% | -51.8% | +117.7% | +44.5% |
| 3Y | +109.0% | -89.7% | +198.7% | +35.4% |
| 5Y | +114.8% | -94.7% | +209.5% | +40.8% |
| 10Y | +377.3% | -100.0% | +477.3% | -2.9% |
| All | +613.2% | -100.0% | +713.2% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling