+626.0%
CSCO vs XLK
+1,460.0%
-834.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.4% |
| 7D | -0.5% | +2.3% | -2.8% | -2.9% |
| 30D | -10.1% | -0.1% | -10.0% | -10.3% |
| 3M | -11.7% | +2.1% | -13.9% | -14.8% |
| 6M | +40.1% | +37.2% | +2.9% | -1.7% |
| YTD | +43.8% | +30.8% | +13.0% | +6.0% |
| 1Y | +66.6% | +42.6% | +24.0% | +11.2% |
| 3Y | +108.5% | +121.8% | -13.3% | -19.3% |
| 5Y | +114.0% | +145.7% | -31.7% | -31.4% |
| 10Y | +366.8% | +782.1% | -415.3% | -70.1% |
| All | +626.0% | +1,460.0% | -834.0% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XLK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling