+113.9%
SOXX vs BX
-15.8%
+129.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +2.2% | -4.4% | +6.6% | +3.2% |
| 30D | -2.0% | +0.1% | -2.1% | -2.3% |
| 3M | -13.7% | +16.0% | -29.7% | -17.2% |
| 6M | +52.4% | +21.6% | +30.8% | +43.5% |
| YTD | +72.8% | -8.9% | +81.7% | +77.8% |
| 1Y | +113.9% | -16.6% | +130.5% | +121.7% |
| All | +113.9% | -15.8% | +129.7% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling