-91.6%
SOXS vs BX
-8.3%
-83.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.2% | +2.5% | +11.7% |
| 7D | +46.7% | +8.3% | +38.4% | +52.0% |
| 30D | +97.0% | +13.5% | +83.4% | +108.2% |
| 3M | +39.5% | -7.6% | +47.1% | +29.1% |
| 6M | -54.9% | +4.0% | -59.0% | -54.7% |
| YTD | -90.4% | -15.2% | -75.2% | -91.6% |
| 1Y | -91.6% | -8.5% | -83.2% | -91.6% |
| All | -91.6% | -8.3% | -83.3% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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