+162.3%
SOXL vs BIDU
-44.1%
+206.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.4% |
| 7D | +3.9% | -8.1% | +12.0% | +11.3% |
| 30D | -14.3% | -12.8% | -1.5% | -3.4% |
| 3M | -45.6% | -21.3% | -24.3% | -32.3% |
| 6M | +117.2% | -27.0% | +144.2% | +198.1% |
| YTD | +189.8% | -30.0% | +219.9% | +318.0% |
| 1Y | +317.7% | -18.3% | +336.0% | +422.9% |
| 3Y | +478.6% | -33.8% | +512.5% | +737.7% |
| All | +162.3% | -44.1% | +206.4% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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