-100.0%
SOXS vs CSCO
+307.7%
-407.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -6.2% | +17.3% | -2.6% |
| 7D | -28.4% | +1.9% | -30.3% | -21.9% |
| 30D | +19.4% | -15.8% | +35.3% | -6.6% |
| 3M | +28.2% | -15.4% | +43.5% | +4.4% |
| 6M | -37.7% | -5.4% | -32.3% | -27.3% |
| YTD | -91.6% | +26.5% | -118.1% | -79.8% |
| 1Y | -93.1% | +25.9% | -119.0% | -82.9% |
| 3Y | -99.7% | +97.5% | -197.2% | -96.9% |
| 5Y | -99.9% | +93.0% | -193.0% | -98.8% |
| All | -100.0% | +307.7% | -407.7% | -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