+57.5%
BX vs SOXQ
+279.9%
-222.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.4% |
| 7D | -8.9% | +2.3% | -11.2% | -10.1% |
| 30D | -14.8% | -3.9% | -10.9% | -13.2% |
| 3M | +6.9% | -4.7% | +11.7% | +5.8% |
| 6M | +16.3% | +47.9% | -31.6% | -15.6% |
| YTD | -16.1% | +64.3% | -80.4% | -43.4% |
| 1Y | -26.8% | +95.7% | -122.5% | -56.9% |
| 3Y | +22.4% | +231.5% | -209.1% | -55.2% |
| 5Y | +16.0% | +255.0% | -239.0% | -60.5% |
| All | +57.5% | +279.9% | -222.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 all: compounded portfolio wealth divided by compounded SOXQ 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…
all analysis · Full analysis span regression · 6 months rolling