-100.0%
SOXS vs CSCO
+393.0%
-493.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -9.9% | +3.8% |
| 7D | -4.7% | +2.7% | -7.4% | +1.4% |
| 30D | +7.7% | -9.5% | +17.2% | -12.8% |
| 3M | -10.2% | -7.6% | -2.5% | -16.3% |
| 6M | -99.2% | +44.9% | -144.1% | -99.2% |
| YTD | -99.5% | +47.7% | -147.2% | -99.5% |
| 1Y | -99.8% | +69.1% | -168.8% | -99.7% |
| 3Y | -100.0% | +113.5% | -213.5% | -99.9% |
| 5Y | -100.0% | +122.8% | -222.8% | -100.0% |
| All | -100.0% | +393.0% | -493.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling