-31.1%
SOXS vs BABA
-22.7%
-8.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -3.7% | -18.6% | -23.4% |
| 7D | -5.1% | +3.8% | -8.9% | -3.7% |
| 30D | +60.4% | -5.4% | +65.7% | +54.7% |
| 3M | +32.7% | -17.9% | +50.6% | +18.8% |
| All | -31.1% | -22.7% | -8.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 6mo: compounded portfolio wealth divided by compounded BABA 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…
6mo analysis · Full analysis span regression · 6 months rolling