-100.0%
SOXS vs CSCO
+560.2%
-660.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | -15.6% | -0.5% | -15.1% | -16.3% |
| 30D | +4.8% | -10.1% | +14.8% | -14.5% |
| 3M | -21.6% | -11.7% | -9.9% | -31.2% |
| 6M | -99.3% | +40.1% | -139.4% | -99.4% |
| YTD | -99.5% | +43.8% | -143.3% | -99.5% |
| 1Y | -99.8% | +66.6% | -166.4% | -99.7% |
| 3Y | -100.0% | +108.5% | -208.5% | -99.9% |
| 5Y | -100.0% | +114.0% | -214.0% | -100.0% |
| 10Y | -100.0% | +366.8% | -466.8% | -100.0% |
| All | -100.0% | +560.2% | -660.2% | -100.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling