-100.0%
SOXS vs BX
+673.1%
-773.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.0% | -1.6% |
| 7D | -4.7% | -5.6% | +0.9% | -13.1% |
| 30D | +7.7% | -12.2% | +20.0% | -12.9% |
| 3M | -10.2% | +7.4% | -17.5% | +0.3% |
| 6M | -99.2% | +22.2% | -121.4% | -99.0% |
| YTD | -99.5% | -14.0% | -85.5% | -99.6% |
| 1Y | -99.8% | -27.3% | -72.5% | -99.9% |
| 3Y | -100.0% | +24.5% | -124.5% | -100.0% |
| 5Y | -100.0% | +18.9% | -118.9% | -100.0% |
| All | -100.0% | +673.1% | -773.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling