+107.5%
SOXX vs BLK
-0.2%
+107.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.1% |
| 7D | +1.4% | -3.3% | +4.7% | +2.9% |
| 30D | -3.6% | -6.5% | +2.9% | -0.7% |
| 3M | -10.2% | +6.7% | -16.9% | -13.5% |
| 6M | +54.2% | +14.7% | +39.5% | +41.7% |
| YTD | +75.2% | +2.5% | +72.7% | +70.4% |
| 1Y | +107.5% | -2.8% | +110.3% | +106.7% |
| All | +107.5% | -0.2% | +107.7% | +106.7% |
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