-100.0%
SOXS vs BX
+25.1%
-125.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.0% | -2.1% |
| 7D | -4.7% | -5.6% | +0.9% | -12.0% |
| 30D | +7.7% | -12.2% | +20.0% | -10.5% |
| 3M | -10.2% | +7.4% | -17.5% | -0.1% |
| 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% |
| All | -100.0% | +25.1% | -125.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling