+196.5%
SOXL vs CSCO
+96.6%
+99.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -6.2% | -4.8% | +1.7% |
| 7D | +26.9% | +1.9% | +25.0% | +24.6% |
| 30D | -47.2% | -15.8% | -31.4% | -17.0% |
| 3M | -59.9% | -15.4% | -44.5% | -36.8% |
| 6M | -68.3% | -5.4% | -62.9% | -58.8% |
| YTD | +38.8% | +26.5% | +12.4% | -3.8% |
| 1Y | +48.8% | +25.9% | +22.9% | +6.9% |
| 3Y | +196.5% | +97.5% | +99.0% | +0.5% |
| All | +196.5% | +96.6% | +99.9% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling