+113.9%
SOXX vs BLK
+3.3%
+110.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | +2.2% | -3.6% | +5.8% | +3.9% |
| 30D | -2.0% | -1.0% | -1.0% | -1.8% |
| 3M | -13.7% | +10.4% | -24.1% | -18.0% |
| 6M | +52.4% | +8.2% | +44.2% | +45.1% |
| YTD | +72.8% | +6.0% | +66.8% | +65.8% |
| 1Y | +113.9% | +3.3% | +110.6% | +112.3% |
| All | +113.9% | +3.3% | +110.6% | +112.3% |
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