+55.9%
SOXL vs CSCO
+42.8%
+13.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -9.8% |
| 7D | -37.9% | -6.1% | -31.8% | -29.9% |
| 30D | -59.4% | -8.2% | -51.2% | -52.0% |
| 3M | -52.3% | -14.6% | -37.7% | -37.7% |
| 6M | -47.7% | +12.7% | -60.4% | -48.4% |
| YTD | +58.8% | +37.0% | +21.8% | +15.7% |
| 1Y | +55.9% | +45.9% | +10.0% | +7.4% |
| All | +55.9% | +42.8% | +13.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 1y: compounded portfolio wealth divided by compounded CSCO 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…
1y analysis · Full analysis span regression · 6 months rolling