+247.9%
SOXX vs BX
+17.9%
+229.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.6% |
| 7D | +1.4% | -5.6% | +7.0% | +4.4% |
| 30D | -3.6% | -12.2% | +8.7% | +2.8% |
| 3M | -10.2% | +7.4% | -17.6% | -14.6% |
| 6M | +54.2% | +22.2% | +32.1% | +34.9% |
| YTD | +75.2% | -14.0% | +89.2% | +84.7% |
| 1Y | +107.5% | -27.3% | +134.8% | +139.3% |
| 3Y | +226.8% | +24.5% | +202.2% | +171.1% |
| All | +247.9% | +17.9% | +229.9% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling