-91.6%
SOXS vs BLK
+17.9%
-109.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.4% | +3.3% | +15.7% |
| 7D | +46.7% | +5.7% | +40.9% | +56.8% |
| 30D | +97.0% | +14.8% | +82.2% | +135.8% |
| 3M | +39.5% | +8.8% | +30.7% | +56.8% |
| 6M | -54.9% | +17.6% | -72.5% | -43.5% |
| YTD | -90.4% | +16.3% | -106.7% | -86.3% |
| 1Y | -91.6% | +18.0% | -109.6% | -87.4% |
| All | -91.6% | +17.9% | -109.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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