-100.0%
SOXS vs BIDU
-34.3%
-65.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -4.7% |
| 7D | -4.7% | -8.1% | +3.4% | -12.3% |
| 30D | +7.7% | -12.8% | +20.6% | -3.3% |
| 3M | -10.2% | -21.3% | +11.1% | -24.5% |
| 6M | -99.2% | -27.0% | -72.2% | -99.4% |
| YTD | -99.5% | -30.0% | -69.5% | -99.6% |
| 1Y | -99.8% | -18.3% | -81.5% | -99.8% |
| 3Y | -100.0% | -33.8% | -66.1% | -100.0% |
| All | -100.0% | -34.3% | -65.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling