+30.8%
SOXX vs BLK
+12.9%
+17.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -4.4% | -66.3% | -65.4% |
| 7D | -23.0% | -0.5% | -22.5% | -12.2% |
| 30D | -32.9% | +8.5% | -41.3% | -26.4% |
| 3M | -25.3% | +3.8% | -29.1% | -16.7% |
| 6M | -17.8% | +12.8% | -30.6% | -11.8% |
| YTD | +32.1% | +11.2% | +20.9% | +39.7% |
| 1Y | +30.8% | +11.4% | +19.4% | +38.3% |
| All | +30.8% | +12.9% | +17.9% | +38.3% |
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