+2,777.7%
SOXX vs BX
+869.4%
+1,908.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.9% |
| 7D | +1.4% | -5.6% | +7.0% | +3.6% |
| 30D | -3.6% | -12.2% | +8.7% | +1.0% |
| 3M | -10.2% | +7.4% | -17.6% | -13.3% |
| 6M | +54.2% | +22.2% | +32.1% | +40.7% |
| YTD | +75.2% | -14.0% | +89.2% | +81.8% |
| 1Y | +107.5% | -27.3% | +134.8% | +128.8% |
| 3Y | +226.8% | +24.5% | +202.2% | +192.2% |
| 5Y | +251.2% | +18.9% | +232.3% | +212.1% |
| 10Y | +1,567.6% | +665.4% | +902.2% | +705.0% |
| All | +2,777.7% | +869.4% | +1,908.3% | +968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling