+357.4%
SOXL vs CSCO
+63.7%
+293.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.3% | +9.0% |
| 7D | +5.3% | -0.7% | +6.0% | +6.5% |
| 30D | -11.2% | -10.1% | -1.1% | +3.0% |
| 3M | -55.4% | -15.7% | -39.7% | -40.1% |
| 6M | +107.1% | +36.3% | +70.9% | +48.0% |
| YTD | +179.0% | +43.8% | +135.2% | +77.4% |
| 1Y | +357.4% | +63.9% | +293.4% | +160.0% |
| All | +357.4% | +63.7% | +293.7% | +160.0% |
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