+1,537.1%
SOXX vs BLK
+283.5%
+1,253.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +0.7% |
| 7D | +1.4% | -3.3% | +4.7% | +3.8% |
| 30D | -3.6% | -6.5% | +2.9% | +1.0% |
| 3M | -10.2% | +6.7% | -16.9% | -15.4% |
| 6M | +54.2% | +14.7% | +39.5% | +37.3% |
| YTD | +75.2% | +2.5% | +72.7% | +68.6% |
| 1Y | +107.5% | -2.8% | +110.3% | +107.2% |
| 3Y | +226.8% | +65.9% | +160.9% | +118.2% |
| 5Y | +251.2% | +33.0% | +218.3% | +171.7% |
| All | +1,537.1% | +283.5% | +1,253.6% | +585.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling