+20,848.2%
SOXL vs BIDU
+67.8%
+20,780.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | +18.4% | -2.4% | +20.8% | +20.5% |
| 30D | -3.2% | -16.0% | +12.8% | +13.4% |
| 3M | -37.6% | -24.0% | -13.6% | -18.8% |
| 6M | +136.1% | -24.9% | +160.9% | +220.9% |
| YTD | +199.5% | -29.6% | +229.0% | +337.3% |
| 1Y | +363.2% | -15.2% | +378.4% | +459.0% |
| 3Y | +496.5% | -32.2% | +528.6% | +758.9% |
| 5Y | +184.8% | -43.8% | +228.6% | +352.6% |
| 10Y | +5,399.0% | -49.5% | +5,448.5% | +10,231.3% |
| All | +20,848.2% | +67.8% | +20,780.4% | +11,837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling