-99.8%
SOXS vs BX
-15.8%
-84.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.1% | -9.1% | -10.9% |
| 7D | -7.0% | -4.4% | -2.6% | -9.6% |
| 30D | +2.8% | +0.1% | +2.7% | +3.1% |
| 3M | -9.8% | +16.0% | -25.9% | +2.2% |
| 6M | -99.2% | +21.6% | -120.8% | -99.1% |
| YTD | -99.5% | -8.9% | -90.6% | -99.5% |
| 1Y | -99.8% | -16.6% | -83.2% | -99.8% |
| All | -99.8% | -15.8% | -84.0% | -99.8% |
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