+247.9%
SOXX vs CSCO
+121.7%
+126.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -1.3% |
| 7D | +1.4% | +2.7% | -1.3% | -0.6% |
| 30D | -3.6% | -9.5% | +5.9% | +3.1% |
| 3M | -10.2% | -7.6% | -2.5% | -5.3% |
| 6M | +54.2% | +44.9% | +9.4% | +15.3% |
| YTD | +75.2% | +47.7% | +27.5% | +27.1% |
| 1Y | +107.5% | +69.1% | +38.4% | +34.6% |
| 3Y | +226.8% | +113.5% | +113.2% | +76.1% |
| All | +247.9% | +121.7% | +126.2% | +77.7% |
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