-100.0%
SOXS vs BLDR
+10.9%
-110.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -7.9% | -3.0% |
| 7D | -4.7% | -8.2% | +3.5% | -13.1% |
| 30D | +7.7% | -16.6% | +24.4% | -11.2% |
| 3M | -10.2% | -23.2% | +13.0% | -30.7% |
| 6M | -99.2% | -33.7% | -65.5% | -99.4% |
| YTD | -99.5% | -41.3% | -58.2% | -99.7% |
| 1Y | -99.8% | -58.8% | -40.9% | -99.9% |
| 3Y | -100.0% | -57.5% | -42.5% | -100.0% |
| All | -100.0% | +10.9% | -110.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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