-91.6%
SOXS vs BIDU
-34.6%
-57.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.5% | +4.3% | +14.1% |
| 7D | +46.7% | +1.2% | +45.5% | +49.0% |
| 30D | +97.0% | -7.5% | +104.5% | +82.3% |
| 3M | +39.5% | -28.6% | +68.1% | -2.2% |
| 6M | -54.9% | -36.9% | -18.0% | -70.4% |
| YTD | -90.4% | -38.4% | -51.9% | -93.1% |
| 1Y | -91.6% | -35.7% | -56.0% | -93.6% |
| All | -91.6% | -34.6% | -57.0% | -93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling