+113.9%
SOXX vs CSCO
+63.7%
+50.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.6% |
| 30D | -2.0% | -10.1% | +8.1% | +3.1% |
| 3M | -13.7% | -15.7% | +2.0% | -6.8% |
| 6M | +52.4% | +36.3% | +16.1% | +32.8% |
| YTD | +72.8% | +43.8% | +29.0% | +44.5% |
| 1Y | +113.9% | +63.9% | +50.0% | +70.9% |
| All | +113.9% | +63.7% | +50.2% | +70.9% |
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