-99.9%
SOXS vs CSCO
+92.6%
-192.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -6.2% | +17.3% | -2.8% |
| 7D | -28.4% | +1.9% | -30.3% | -21.8% |
| 30D | +19.4% | -15.8% | +35.3% | -6.7% |
| 3M | +28.2% | -15.4% | +43.5% | +4.3% |
| 6M | -37.7% | -5.4% | -32.3% | -27.4% |
| YTD | -91.6% | +26.5% | -118.1% | -79.3% |
| 1Y | -93.1% | +25.9% | -119.0% | -82.4% |
| 3Y | -99.7% | +97.5% | -197.2% | -96.6% |
| All | -99.9% | +92.6% | -192.6% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling