-51.7%
BIDU vs SOXQ
+279.9%
-331.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -0.1% |
| 7D | -5.2% | +2.3% | -7.5% | -6.4% |
| 30D | -14.5% | -3.9% | -10.6% | -12.5% |
| 3M | -22.9% | -4.7% | -18.2% | -22.8% |
| 6M | -27.8% | +47.9% | -75.7% | -44.5% |
| YTD | -30.7% | +64.3% | -95.0% | -49.8% |
| 1Y | -15.8% | +95.7% | -111.5% | -44.9% |
| 3Y | -33.2% | +231.5% | -264.7% | -71.7% |
| 5Y | -44.8% | +255.0% | -299.8% | -79.2% |
| All | -51.7% | +279.9% | -331.7% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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