+107.5%
SOXX vs CSCO
+67.5%
+40.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -0.4% |
| 7D | +1.4% | +2.7% | -1.3% | 0.0% |
| 30D | -3.6% | -9.5% | +5.9% | +1.2% |
| 3M | -10.2% | -7.6% | -2.5% | -7.0% |
| 6M | +54.2% | +44.9% | +9.4% | +30.2% |
| YTD | +75.2% | +47.7% | +27.5% | +43.9% |
| 1Y | +107.5% | +69.1% | +38.4% | +59.8% |
| All | +107.5% | +67.5% | +40.0% | +59.8% |
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