-100.0%
SOXS vs BIDU
+67.8%
-167.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.4% |
| 7D | -16.6% | -2.4% | -14.1% | -18.5% |
| 30D | -4.4% | -16.0% | +11.6% | -17.3% |
| 3M | -26.2% | -24.0% | -2.2% | -40.2% |
| 6M | -99.3% | -24.9% | -74.4% | -99.4% |
| YTD | -99.5% | -29.6% | -70.0% | -99.6% |
| 1Y | -99.8% | -15.2% | -84.6% | -99.8% |
| 3Y | -100.0% | -32.2% | -67.8% | -100.0% |
| 5Y | -100.0% | -43.8% | -56.2% | -100.0% |
| 10Y | -100.0% | -49.5% | -50.5% | -100.0% |
| All | -100.0% | +67.8% | -167.8% | -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 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