-99.7%
SOXS vs CSCO
+60.5%
-160.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +5.5% |
| 7D | -9.4% | -1.1% | -8.3% | -10.6% |
| 30D | +6.2% | -10.8% | +16.9% | -8.6% |
| 3M | -28.0% | -9.2% | -18.8% | -30.8% |
| 6M | -99.2% | +39.5% | -138.7% | -98.9% |
| YTD | -99.5% | +41.5% | -141.0% | -99.2% |
| All | -99.7% | +60.5% | -160.3% | -99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling